iShares MSCI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:17.05% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6284 | 6.32 | |
| 0.1043 | 8.43 | |
| 0.8612 | 61.24 | |
| -0.0422 | -3.53 | |
| 0.0583 | 3.46 | |
| -0.0185 | -2.63 |
Estimation Period:
Apr 14, 2003 to Jan 23, 2026
Apr 14, 2003 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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