iShares MSCI All Country Asia ex Japan ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:15.45% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0085 | 4.14 | |
| 0.8746 | 200.51 | |
| 0.1255 | 29.09 | |
| 0.3588 | 1.22 | |
| 0.5624 | 1.34 | |
| 0.1779 | 0.28 |
Estimation Period:
Aug 15, 2008 to Feb 6, 2026
Aug 15, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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