iShares MSCI UAE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.94% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1542 | 16.04 | |
| 0.0334 | 7.74 | |
| 0.7712 | 95.73 | |
| 0.2115 | 12.86 |
Estimation Period:
May 1, 2014 to Feb 13, 2026
May 1, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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