iShares MSCI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:16.76% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6271 | 6.30 | |
| 0.1044 | 8.44 | |
| 0.8610 | 61.19 | |
| -0.0424 | -3.53 | |
| 0.0586 | 3.46 | |
| -0.0186 | -2.64 |
Estimation Period:
Apr 14, 2003 to Jan 9, 2026
Apr 14, 2003 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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