iShares MSCI Emerging Markets Small-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.30% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5470 | 7.79 | |
| 0.1453 | 6.64 | |
| 0.7683 | 26.67 | |
| 0.0322 | 3.25 | |
| -0.0501 | -2.57 |
Estimation Period:
Aug 18, 2011 to Feb 13, 2026
Aug 18, 2011 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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