V-Lab
iShares MSCI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:14.39% (-0.23%)
Analysis last updated: Monday, November 4, 2024 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6022 | 5.39 | |
| 0.1007 | 8.22 | |
| 0.8686 | 64.03 | |
| -0.0484 | -3.21 | |
| 0.0657 | 3.13 | |
| -0.0194 | -2.32 |
Estimation Period:
Apr 14, 2003 to Nov 1, 2024
Apr 14, 2003 to Nov 1, 2024
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