V-Lab
iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, August 29th, 2025:14.68% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2659 | 12.49 | |
| 0.0918 | 27.47 | |
| 0.9819 | 646.83 | |
| 11.0698 | 3.50 |
Estimation Period:
Apr 14, 2003 to Aug 22, 2025
Apr 14, 2003 to Aug 22, 2025
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