iShares MSCI Israel ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.70% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6600 | 9.74 | |
| 0.0861 | 4.96 | |
| 0.8707 | 40.72 | |
| 0.0274 | 6.01 | |
| -0.0333 | -5.61 |
Estimation Period:
Mar 28, 2008 to Feb 6, 2026
Mar 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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