iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:16.20% (-0.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2516 | 12.13 | |
| 0.0918 | 27.68 | |
| 0.9819 | 624.21 | |
| 10.8380 | 3.57 |
Estimation Period:
Apr 14, 2003 to Nov 21, 2025
Apr 14, 2003 to Nov 21, 2025
Other iShares MSCI Emerging Markets ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs