V-Lab: iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis

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V-Lab

iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, November 22nd, 2024:17.00% (-0.86%)

Analysis last updated: Thursday, November 21, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3070	12.28
$α$	0.0906	26.40
$β$	0.9827	669.90
$ν$	12	2.87

Estimation Period:
Apr 14, 2003 to Nov 15, 2024

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