iShares MSCI South Korea ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:39.34% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 10.9219 | 6.15 | |
| 0.0723 | 45.67 | |
| 0.9979 | 2,851.25 | |
| 9.4607 | 5.92 |
Estimation Period:
May 12, 2000 to Feb 13, 2026
May 12, 2000 to Feb 13, 2026
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