iShares MSCI Emerging Markets ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:17.56% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 8.65 | |
| 0.1593 | 33.91 | |
| 0.9800 | 933.29 | |
| -0.0792 | -19.63 |
Estimation Period:
Apr 14, 2003 to Feb 13, 2026
Apr 14, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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