iShares Core MSCI Pacific ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:21.20% (-1.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9474 | 6.94 | |
| 0.1277 | 5.50 | |
| 0.8241 | 32.05 | |
| 0.0311 | 2.50 | |
| -0.0458 | -2.91 |
Estimation Period:
Jun 12, 2014 to Feb 6, 2026
Jun 12, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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