V-Lab: iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis

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V-Lab

iShares MSCI Emerging Markets ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 6th, 2024:15.73% (+1.28%)

Analysis last updated: Tuesday, November 5, 2024 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.3018	12.15
$α$	0.0907	26.49
$β$	0.9828	667.69
$ν$	12	2.89

Estimation Period:
Apr 14, 2003 to Nov 1, 2024

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