iShares MSCI South Africa ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.43% (+2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5838 | 7.20 | |
| 0.0893 | 7.80 | |
| 0.8685 | 60.30 | |
| -0.0298 | -3.17 | |
| 0.0403 | 3.05 | |
| -0.0137 | -2.39 |
Estimation Period:
Feb 7, 2003 to Feb 6, 2026
Feb 7, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI South Africa ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs