iShares Core MSCI Emerging Markets ETF Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:18.12% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3425 | 18.37 | |
| 0.1073 | 19.03 | |
| 0.9459 | 265.02 | |
| 10.2865 | 2.62 |
Estimation Period:
Oct 24, 2012 to Feb 13, 2026
Oct 24, 2012 to Feb 13, 2026
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