iShares MSCI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:18.44% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6301 | 6.37 | |
| 0.1037 | 8.44 | |
| 0.8619 | 61.63 | |
| -0.0418 | -3.55 | |
| 0.0580 | 3.49 | |
| -0.0186 | -2.69 |
Estimation Period:
Apr 14, 2003 to Feb 27, 2026
Apr 14, 2003 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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