V-Lab
iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:18.71% (-0.66%)
Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 19.17 | |
| 0.0279 | 10.25 | |
| 0.9000 | 331.98 | |
| 0.1035 | 16.15 |
Estimation Period:
Apr 14, 2003 to Nov 15, 2024
Apr 14, 2003 to Nov 15, 2024
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