iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.27% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2483 | 12.05 | |
| 0.0922 | 27.71 | |
| 0.9820 | 622.28 | |
| 10.8190 | 3.60 |
Estimation Period:
Apr 14, 2003 to Dec 12, 2025
Apr 14, 2003 to Dec 12, 2025
Other iShares MSCI Emerging Markets ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs