iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:22.91% (+3.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2673 | 11.85 | |
| 0.0919 | 27.30 | |
| 0.9821 | 622.74 | |
| 10.7862 | 3.58 |
Estimation Period:
Apr 14, 2003 to Oct 10, 2025
Apr 14, 2003 to Oct 10, 2025
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