V-Lab
iShares MSCI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:17.33% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6097 | 5.90 | |
| 0.1046 | 8.39 | |
| 0.8616 | 61.73 | |
| -0.0459 | -3.48 | |
| 0.0634 | 3.44 | |
| -0.0202 | -2.69 |
Estimation Period:
Apr 14, 2003 to Jun 27, 2025
Apr 14, 2003 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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