iShares MSCI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:26.73% (+3.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6209 | 6.08 | |
| 0.1052 | 8.41 | |
| 0.8609 | 61.02 | |
| -0.0440 | -3.49 | |
| 0.0607 | 3.43 | |
| -0.0192 | -2.63 |
Estimation Period:
Apr 14, 2003 to Oct 10, 2025
Apr 14, 2003 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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