iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:17.46% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2571 | 12.10 | |
| 0.0920 | 27.66 | |
| 0.9819 | 621.82 | |
| 10.8199 | 3.58 |
Estimation Period:
Apr 14, 2003 to Nov 7, 2025
Apr 14, 2003 to Nov 7, 2025
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