iShares MSCI Emerging Markets ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:16.91% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0173 | 8.52 | |
| 0.1594 | 33.52 | |
| 0.9801 | 931.64 | |
| -0.0797 | -19.71 |
Estimation Period:
Apr 14, 2003 to Nov 14, 2025
Apr 14, 2003 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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