iShares MSCI All Country Asia ex Japan ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:18.07% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0960 | 8.25 | |
| 0.0891 | 27.03 | |
| 0.9847 | 536.64 | |
| 8.6551 | 4.38 |
Estimation Period:
Aug 15, 2008 to Feb 13, 2026
Aug 15, 2008 to Feb 13, 2026
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