iShares MSCI South Africa ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:41.39% (-2.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5703 | 7.11 | |
| 0.0903 | 7.74 | |
| 0.8651 | 58.24 | |
| -0.0326 | -3.34 | |
| 0.0468 | 3.19 | |
| -0.0261 | -1.99 |
Estimation Period:
Feb 7, 2003 to Feb 6, 2026
Feb 7, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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