iShares MSCI South Africa ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.53% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.7721 | 15.01 | |
| 0.0767 | 26.21 | |
| 0.9761 | 555.57 | |
| 9.8064 | 3.54 |
Estimation Period:
Feb 7, 2003 to Feb 13, 2026
Feb 7, 2003 to Feb 13, 2026
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