iShares MSCI Emerging Markets Small-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.04% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2786 | 16.75 | |
| 0.1065 | 25.19 | |
| 0.9592 | 361.69 | |
| 8.2150 | 4.63 |
Estimation Period:
Aug 18, 2011 to Feb 13, 2026
Aug 18, 2011 to Feb 13, 2026
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