iShares Emerging Markets Equity Factor Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.68% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3071 | 3.51 | |
| 0.1203 | 4.26 | |
| 0.7588 | 15.94 | |
| 0.6774 | 3.40 | |
| -0.8266 | -3.18 | |
| 0.1646 | 1.21 | |
| -0.0493 | -0.33 | |
| 0.1686 | 0.72 |
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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