iShares MSCI South Korea ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:37.26% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8783 | 5.84 | |
| 0.0840 | 7.32 | |
| 0.8653 | 53.77 | |
| -0.0490 | -1.12 | |
| 0.1634 | 2.40 | |
| -0.2297 | -5.11 | |
| 0.1868 | 4.91 | |
| -0.0694 | -1.77 | |
| -0.0157 | -0.38 | |
| 0.0513 | 0.91 |
Estimation Period:
May 12, 2000 to Feb 13, 2026
May 12, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI South Korea ETF Analyses
Other Spline-GARCH Analyses on ETFs