iShares MSCI Emerging Markets ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.29% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6277 | 6.23 | |
| 0.1055 | 8.47 | |
| 0.8602 | 60.84 | |
| -0.0426 | -3.49 | |
| 0.0587 | 3.41 | |
| -0.0182 | -2.55 |
Estimation Period:
Apr 14, 2003 to Dec 12, 2025
Apr 14, 2003 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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