iShares MSCI Emerging Markets ex China ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.16% (+4.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8795 | 8.60 | |
| 0.1146 | 4.32 | |
| 0.8264 | 26.10 | |
| -0.0010 | -0.37 |
Estimation Period:
Jul 26, 2017 to Feb 6, 2026
Jul 26, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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