iShares Currency Hedged MSCI Emerging Markets ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.84% (-1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0949 | 7.61 | |
| 0.1421 | 5.67 | |
| 0.7731 | 22.89 | |
| 0.0343 | 2.27 | |
| -0.0717 | -2.41 |
Estimation Period:
Sep 25, 2014 to Feb 6, 2026
Sep 25, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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