Ishares Glbl Monthly DIV IDX MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:10.37% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0337 | 7.97 | |
| 0.7630 | 115.96 | |
| 0.2254 | 29.61 | |
| 0.0030 | 6.61 | |
| 0.0254 | 9.92 | |
| 0.9710 | 319.32 |
Estimation Period:
Jan 15, 2008 to Feb 6, 2026
Jan 15, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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