iShares Emerging Markets Equity Factor GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:20.25% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3158 | 15.76 | |
| 0.0852 | 15.16 | |
| 0.9291 | 160.88 | |
| 5.7400 | 4.89 |
Estimation Period:
Dec 18, 2015 to Feb 6, 2026
Dec 18, 2015 to Feb 6, 2026
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