V-Lab
V-Lab
iShares MSCI Emerging Markets ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:16.65% (+0.19%)
Analysis last updated: Friday, June 20, 2025 at 10:28 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Emerging Markets ETF AGARCH
paramt-stat
ω0.02608.58
α0.089633.58
β0.8848300.66
γ0.608821.13
Estimation Period:
Apr 14, 2003 to Jun 20, 2025
Impact of return on volatility tomorrow
Volatility Forecasts