iShares ESG Advanced MSCI EM ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.02% (+6.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0377 | 4.56 | |
| 0.1641 | 4.13 | |
| 0.6790 | 9.89 | |
| 0.9962 | 2.51 | |
| -2.1114 | -3.61 | |
| 1.9793 | 4.17 | |
| -1.6016 | -2.14 |
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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