iShares MSCI Emerging Markets ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.74% (+2.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0439 | 22.09 | |
| 0.0964 | 31.92 | |
| 0.8843 | 271.08 |
Estimation Period:
Apr 14, 2003 to Feb 20, 2026
Apr 14, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Emerging Markets ETF Analyses
Other GARCH Analyses on ETFs