iShares MSCI South Korea ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.31% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8994 | 5.89 | |
| 0.0845 | 7.34 | |
| 0.8650 | 53.87 | |
| -0.0456 | -1.04 | |
| 0.1584 | 2.32 | |
| -0.2274 | -5.02 | |
| 0.1872 | 4.92 | |
| -0.0758 | -1.97 | |
| 0.0049 | 0.14 | |
| -0.0111 | -0.44 |
Estimation Period:
May 12, 2000 to Feb 6, 2026
May 12, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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