iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:15.88% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2386 | 11.98 | |
| 0.0915 | 27.70 | |
| 0.9819 | 614.81 | |
| 10.7014 | 3.63 |
Estimation Period:
Apr 14, 2003 to Jan 9, 2026
Apr 14, 2003 to Jan 9, 2026
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