iShares MSCI Peru and Global Exposure ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.51% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 13.69 | |
| 0.1875 | 27.53 | |
| 0.9786 | 731.94 | |
| -0.0346 | -7.12 |
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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