Rayliant Wilshire NxtGen Emerging Markets Equity ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.47% (-3.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0744 | 14.65 | |
| 0.0641 | 4.28 | |
| 0.8012 | 65.61 | |
| 0.1898 | 6.57 |
Estimation Period:
Dec 16, 2021 to Feb 6, 2026
Dec 16, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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