V-Lab
iShares MSCI Emerging Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:20.26% (-0.75%)
Analysis last updated: Monday, December 23, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0443 | 19.27 | |
| 0.0284 | 10.40 | |
| 0.8998 | 331.77 | |
| 0.1027 | 15.99 |
Estimation Period:
Apr 14, 2003 to Dec 20, 2024
Apr 14, 2003 to Dec 20, 2024
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