V-Lab
iShares MSCI Emerging Markets ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:16.03% (+0.90%)
Analysis last updated: Tuesday, November 5, 2024 at 11:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0404 | 21.75 | |
| 0.0936 | 30.45 | |
| 0.8893 | 274.57 |
Estimation Period:
Apr 14, 2003 to Nov 1, 2024
Apr 14, 2003 to Nov 1, 2024
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