V-Lab
iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:16.24% (-0.45%)
Analysis last updated: Monday, November 4, 2024 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0442 | 19.13 | |
| 0.0279 | 10.22 | |
| 0.8997 | 330.17 | |
| 0.1040 | 16.22 |
Estimation Period:
Apr 14, 2003 to Nov 1, 2024
Apr 14, 2003 to Nov 1, 2024
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