iShares MSCI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:18.46% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6228 | 6.17 | |
| 0.1052 | 8.44 | |
| 0.8605 | 60.91 | |
| -0.0434 | -3.50 | |
| 0.0599 | 3.44 | |
| -0.0189 | -2.62 |
Estimation Period:
Apr 14, 2003 to Nov 7, 2025
Apr 14, 2003 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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