iShares MSCI Emerging Markets Min Vol Factor ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.64% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 17.37 | |
| 0.1100 | 26.90 | |
| 0.8533 | 176.71 |
Estimation Period:
Oct 20, 2011 to Feb 6, 2026
Oct 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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