iShares Frontier and Select EM ETF Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9348 | 4.09 | |
| 0.1185 | 5.89 | |
| 0.8622 | 45.07 | |
| -0.0388 | -2.30 | |
| 0.0521 | 2.36 |
Estimation Period:
Sep 13, 2012 to Jan 3, 2025
Sep 13, 2012 to Jan 3, 2025
News Impact Curve
Volatility Forecasts
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