iShares J.P. Morgan USD Emerging Markets Bond ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:4.00% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2945 | 7.86 | |
| 0.1429 | 34.31 | |
| 0.9755 | 307.07 | |
| 6.3715 | 8.18 |
Estimation Period:
Dec 19, 2007 to Feb 6, 2026
Dec 19, 2007 to Feb 6, 2026
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