iShares MSCI Israel ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.13% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0157 | 6.02 | |
| 0.1337 | 29.19 | |
| 0.9793 | 713.74 | |
| -0.0762 | -14.87 |
Estimation Period:
Mar 28, 2008 to Feb 6, 2026
Mar 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Israel ETF Analyses
Other EGARCH Analyses on ETFs