iShares MSCI Malaysia ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.68% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6738 | 5.03 | |
| 0.0785 | 8.30 | |
| 0.9037 | 89.12 | |
| -0.1934 | -5.42 | |
| 0.2901 | 4.94 | |
| -0.1464 | -2.60 | |
| 0.0698 | 1.17 | |
| -0.0172 | -0.37 | |
| -0.0036 | -0.14 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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