iShares MSCI Peru and Global Exposure ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.46% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4516 | 8.90 | |
| 0.1248 | 6.37 | |
| 0.8300 | 40.31 | |
| 0.0272 | 4.96 | |
| -0.0348 | -4.91 |
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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