V-Lab
iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:17.75% (-0.62%)
Analysis last updated: Monday, December 23, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2902 | 12.32 | |
| 0.0909 | 26.25 | |
| 0.9824 | 653.16 | |
| 12 | 2.93 |
Estimation Period:
Apr 14, 2003 to Dec 20, 2024
Apr 14, 2003 to Dec 20, 2024
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