iShares MSCI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.67% (+3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6287 | 6.33 | |
| 0.1042 | 8.44 | |
| 0.8613 | 61.42 | |
| -0.0422 | -3.55 | |
| 0.0585 | 3.49 | |
| -0.0188 | -2.69 |
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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