iShares MSCI Malaysia ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.50% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5686 | 2.89 | |
| 0.0822 | 7.93 | |
| 0.8933 | 79.53 | |
| -0.2679 | -1.97 | |
| 0.1900 | 0.98 | |
| 0.2989 | 2.37 | |
| -0.4063 | -2.81 | |
| 0.2834 | 2.31 | |
| -0.1630 | -1.91 | |
| 0.1469 | 1.74 | |
| -0.1626 | -2.03 | |
| 0.1937 | 2.00 |
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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