iShares MSCI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.23% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6293 | 6.35 | |
| 0.1040 | 8.44 | |
| 0.8616 | 61.53 | |
| -0.0420 | -3.54 | |
| 0.0582 | 3.49 | |
| -0.0187 | -2.69 |
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 Zero Slope Spline-GARCH Analyses on ETFs