iShares ESG Advanced MSCI EM ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.60% (+1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0261 | 5.74 | |
| 0.2366 | 19.25 | |
| 0.9614 | 250.57 | |
| -0.0790 | -6.11 |
Estimation Period:
Oct 13, 2020 to Feb 6, 2026
Oct 13, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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