V-Lab
Templeton Emerging Markets Investment Trust PLC GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 11th, 2024:14.65% (-0.36%)
Analysis last updated: Sunday, November 10, 2024 at 04:21 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8056 | 6.58 | |
| 0.0825 | 35.95 | |
| 0.9799 | 285.92 | |
| 4 | 13.08 |
Estimation Period:
Jan 2, 1990 to Nov 8, 2024
Jan 2, 1990 to Nov 8, 2024
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