iShares Emerging Markets Equity Factor GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.89% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0425 | 9.05 | |
| 0.0664 | 11.58 | |
| 0.9017 | 104.64 |
Estimation Period:
Dec 18, 2015 to Feb 6, 2026
Dec 18, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares Emerging Markets Equity Factor Analyses
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