iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:17.15% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2360 | 12.06 | |
| 0.0914 | 27.73 | |
| 0.9819 | 617.91 | |
| 10.7391 | 3.61 |
Estimation Period:
Apr 14, 2003 to Jan 23, 2026
Apr 14, 2003 to Jan 23, 2026
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