iShares MSCI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.86% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6222 | 6.15 | |
| 0.1054 | 8.45 | |
| 0.8603 | 60.83 | |
| -0.0436 | -3.50 | |
| 0.0601 | 3.44 | |
| -0.0189 | -2.62 |
Estimation Period:
Apr 14, 2003 to Oct 31, 2025
Apr 14, 2003 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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