iShares MSCI Emerging Markets ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:16.40% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0078 | 3.68 | |
| 0.8652 | 235.36 | |
| 0.1396 | 33.59 | |
| 0.2074 | 0.71 | |
| 0.5469 | 0.70 | |
| 0.3502 | 0.38 |
Estimation Period:
Apr 14, 2003 to Feb 20, 2026
Apr 14, 2003 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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