Emerging Markets Equity Select ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.52% (+0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0645 | 9.94 | |
| 0.0612 | 4.18 | |
| 0.8191 | 96.07 | |
| 0.1204 | 3.62 |
Estimation Period:
Jun 23, 2017 to Feb 6, 2026
Jun 23, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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