iShares MSCI Emerging Markets Small-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.30% (+0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0415 | 10.50 | |
| 0.1169 | 30.11 | |
| 0.8198 | 163.67 | |
| 0.5750 | 20.03 |
Estimation Period:
Aug 18, 2011 to Feb 6, 2026
Aug 18, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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