iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.63% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2351 | 12.11 | |
| 0.0910 | 27.71 | |
| 0.9818 | 619.06 | |
| 10.7414 | 3.60 |
Estimation Period:
Apr 14, 2003 to Feb 20, 2026
Apr 14, 2003 to Feb 20, 2026
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