iShares MSCI India ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.15% (+0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0174 | 6.86 | |
| 0.1888 | 19.16 | |
| 0.9673 | 440.67 | |
| -0.0837 | -10.39 |
Estimation Period:
Feb 3, 2012 to Feb 6, 2026
Feb 3, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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