iShares MSCI Emerging Markets ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:16.12% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6084 | 6.16 | |
| 0.1043 | 8.39 | |
| 0.8599 | 60.37 | |
| -0.0456 | -3.67 | |
| 0.0661 | 3.56 | |
| -0.0332 | -2.13 |
Estimation Period:
Apr 14, 2003 to Feb 13, 2026
Apr 14, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Emerging Markets ETF Analyses
Other Spline-GARCH Analyses on ETFs