iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:26.64% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2598 | 11.79 | |
| 0.0911 | 27.77 | |
| 0.9820 | 609.15 | |
| 10.5879 | 3.64 |
Estimation Period:
Apr 14, 2003 to Mar 13, 2026
Apr 14, 2003 to Mar 13, 2026
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