iShares Emerging Markets Equity Factor Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.86% (+5.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1039 | 3.35 | |
| 0.1157 | 4.39 | |
| 0.7810 | 18.52 | |
| 0.4223 | 2.98 | |
| -0.5467 | -2.96 | |
| 0.1529 | 1.78 | |
| -0.0238 | -0.41 |
Estimation Period:
Dec 18, 2015 to Feb 6, 2026
Dec 18, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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