iShares MSCI Emerging Markets ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:12.00% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6005 | 6.02 | |
| 0.1059 | 8.37 | |
| 0.8581 | 59.22 | |
| -0.0474 | -3.71 | |
| 0.0691 | 3.62 | |
| -0.0370 | -2.34 |
Estimation Period:
Apr 14, 2003 to Dec 5, 2025
Apr 14, 2003 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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