V-Lab
iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:12.55% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2690 | 12.39 | |
| 0.0920 | 27.44 | |
| 0.9818 | 637.14 | |
| 11.0132 | 3.52 |
Estimation Period:
Apr 14, 2003 to Jul 25, 2025
Apr 14, 2003 to Jul 25, 2025
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