iShares MSCI Peru and Global Exposure ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:46.63% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0491 | 20.13 | |
| 0.1083 | 26.92 | |
| 0.8721 | 227.42 |
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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