V-Lab
iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, June 23rd, 2025:14.97% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2722 | 12.75 | |
| 0.0922 | 27.29 | |
| 0.9814 | 642.31 | |
| 11.1605 | 3.44 |
Estimation Period:
Apr 14, 2003 to Jun 20, 2025
Apr 14, 2003 to Jun 20, 2025
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