iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.52% (+3.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2424 | 12.08 | |
| 0.0914 | 27.68 | |
| 0.9818 | 617.09 | |
| 10.7433 | 3.60 |
Estimation Period:
Apr 14, 2003 to Feb 6, 2026
Apr 14, 2003 to Feb 6, 2026
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