iShares MSCI Pacific ex Japan ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.31% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9185 | 7.10 | |
| 0.1042 | 7.34 | |
| 0.8583 | 54.80 | |
| 0.0931 | 4.30 | |
| -0.1843 | -5.42 | |
| 0.1384 | 5.11 | |
| -0.0442 | -1.95 | |
| -0.0109 | -0.71 |
Estimation Period:
Oct 26, 2001 to Feb 6, 2026
Oct 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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