V-Lab
iShares MSCI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:22.54% (+4.72%)
Analysis last updated: Wednesday, March 5, 2025 at 10:41 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6081 | 5.62 | |
| 0.1001 | 8.24 | |
| 0.8685 | 64.16 | |
| -0.0467 | -3.29 | |
| 0.0638 | 3.23 | |
| -0.0193 | -2.44 |
Estimation Period:
Apr 14, 2003 to Feb 28, 2025
Apr 14, 2003 to Feb 28, 2025
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