Ishares Msci Glbl QUA FR ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.39% (-8.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.0000 | 0.05 | |
| 0.0000 | 0.00 | |
| 0.3979 | 15.16 | |
| 0.0048 | 0.11 | |
| 0.0303 | 0.44 | |
| 0.9697 | 14.37 |
Estimation Period:
Dec 12, 2024 to Feb 13, 2026
Dec 12, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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