V-Lab
iShares MSCI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:14.79% (+0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6085 | 5.85 | |
| 0.1049 | 8.39 | |
| 0.8614 | 61.63 | |
| -0.0463 | -3.46 | |
| 0.0637 | 3.41 | |
| -0.0202 | -2.65 |
Estimation Period:
Apr 14, 2003 to May 30, 2025
Apr 14, 2003 to May 30, 2025
News Impact Curve
Volatility Forecasts
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