iShares Core MSCI International Developed Markets ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.52% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6334 | 5.47 | |
| 0.1370 | 4.66 | |
| 0.8101 | 25.72 | |
| -0.0249 | -1.88 |
Estimation Period:
Mar 23, 2017 to Feb 13, 2026
Mar 23, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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