iShares MSCI Emerging Markets Min Vol Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.37% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8194 | 12.35 | |
| 0.1026 | 26.67 | |
| 0.9704 | 365.52 | |
| 8.3900 | 4.47 |
Estimation Period:
Oct 20, 2011 to Feb 6, 2026
Oct 20, 2011 to Feb 6, 2026
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