iShares MSCI Emerging Markets ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.11% (+3.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6084 | 6.14 | |
| 0.1045 | 8.39 | |
| 0.8597 | 60.31 | |
| -0.0457 | -3.66 | |
| 0.0661 | 3.54 | |
| -0.0328 | -2.10 |
Estimation Period:
Apr 14, 2003 to Feb 6, 2026
Apr 14, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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