iShares MSCI Emerging Markets ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:18.79% (+2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6090 | 6.16 | |
| 0.1041 | 8.39 | |
| 0.8602 | 60.50 | |
| -0.0455 | -3.66 | |
| 0.0659 | 3.55 | |
| -0.0329 | -2.12 |
Estimation Period:
Apr 14, 2003 to Feb 20, 2026
Apr 14, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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