iShares MSCI Emerging Markets ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:18.01% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0252 | 8.28 | |
| 0.0901 | 33.82 | |
| 0.8838 | 295.49 | |
| 0.6217 | 21.74 |
Estimation Period:
Apr 14, 2003 to Nov 7, 2025
Apr 14, 2003 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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