iShares MSCI Peru and Global Exposure ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.40% (-2.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 18.56 | |
| 0.1055 | 26.97 | |
| 0.8749 | 237.74 | |
| 0.2259 | 9.41 |
Estimation Period:
Jun 22, 2009 to Feb 6, 2026
Jun 22, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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