iShares Core MSCI International Developed Markets ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.16% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 15.55 | |
| 0.1330 | 21.89 | |
| 0.8381 | 143.27 |
Estimation Period:
Mar 23, 2017 to Feb 6, 2026
Mar 23, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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