V-Lab
iShares MSCI Emerging Markets ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:16.87% (-0.72%)
Analysis last updated: Thursday, April 18, 2024 at 10:35 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0165 | 7.80 | |
| 0.1570 | 31.80 | |
| 0.9814 | 949.13 | |
| -0.0773 | -18.56 |
Estimation Period:
Apr 14, 2003 to Apr 12, 2024
Apr 14, 2003 to Apr 12, 2024
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