iShares MSCI Emerging Markets Small-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.25% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4706 | 7.66 | |
| 0.1420 | 6.74 | |
| 0.7818 | 28.95 | |
| 0.0219 | 2.77 | |
| -0.0245 | -2.52 |
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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