iShares MSCI UAE ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.61% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 6.67 | |
| 0.1955 | 24.63 | |
| 0.9330 | 219.22 | |
| -0.1124 | -15.49 |
Estimation Period:
May 1, 2014 to Feb 6, 2026
May 1, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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