iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.74% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2588 | 12.07 | |
| 0.0921 | 27.65 | |
| 0.9818 | 620.64 | |
| 10.8054 | 3.59 |
Estimation Period:
Apr 14, 2003 to Oct 31, 2025
Apr 14, 2003 to Oct 31, 2025
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