iShares MSCI Pacific ex Japan ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.58% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9124 | 7.19 | |
| 0.1047 | 7.13 | |
| 0.8562 | 53.12 | |
| 0.0917 | 4.31 | |
| -0.1809 | -5.41 | |
| 0.1316 | 4.89 | |
| -0.0277 | -1.11 | |
| -0.0554 | -1.55 |
Estimation Period:
Oct 26, 2001 to Feb 13, 2026
Oct 26, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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