iShares MSCI All Country Asia ex Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.83% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8015 | 7.49 | |
| 0.1074 | 7.31 | |
| 0.8571 | 49.33 | |
| 0.0301 | 5.59 | |
| -0.0354 | -5.26 |
Estimation Period:
Aug 15, 2008 to Feb 6, 2026
Aug 15, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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