iShares MSCI Peru and Global Exposure ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:48.09% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0778 | 7.10 | |
| 0.1416 | 5.94 | |
| 0.7606 | 25.70 | |
| -0.1255 | -1.63 | |
| 0.2516 | 2.14 | |
| -0.2437 | -3.01 | |
| 0.3200 | 4.22 | |
| -0.4531 | -5.23 | |
| 0.5615 | 4.42 |
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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