iShares MSCI Malaysia ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.84% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 9.89 | |
| 0.0740 | 40.51 | |
| 0.9232 | 521.90 | |
| 0.2013 | 7.74 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Malaysia ETF Analyses
Other AGARCH Analyses on ETFs