iShares MSCI UAE ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.45% (+1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3999 | 4.73 | |
| 0.1552 | 4.16 | |
| 0.6876 | 11.17 | |
| -0.1890 | -1.40 | |
| 0.4520 | 2.29 | |
| -0.4395 | -2.66 | |
| 0.2469 | 1.30 | |
| -0.0788 | -0.34 |
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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