iShares MSCI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:15.91% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6241 | 6.19 | |
| 0.1050 | 8.44 | |
| 0.8606 | 60.95 | |
| -0.0432 | -3.50 | |
| 0.0595 | 3.44 | |
| -0.0187 | -2.61 |
Estimation Period:
Apr 14, 2003 to Nov 21, 2025
Apr 14, 2003 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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