Ishares LRG CP MX BFR JN ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.99% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6896 | 4.22 | |
| 0.0526 | 1.15 | |
| 0.6766 | 2.12 | |
| -16.2761 | -1.64 | |
| 41.0490 | 2.48 | |
| -65.8816 | -5.05 | |
| 73.7418 | 6.51 | |
| -44.2164 | -3.34 |
Estimation Period:
Jul 1, 2024 to Feb 6, 2026
Jul 1, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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