iShares MSCI All Country Asia ex Japan ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.27% (+1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9057 | 7.49 | |
| 0.1074 | 7.21 | |
| 0.8547 | 47.57 | |
| 0.0357 | 5.17 | |
| -0.0480 | -3.56 |
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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