iShares ESG Advanced MSCI EAFE ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.63% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.0000 | 0.00 | |
| 0.7934 | 65.82 | |
| 0.2081 | 20.32 | |
| 0.0290 | 1.56 | |
| 0.0506 | 1.71 | |
| 0.9251 | 21.57 |
Estimation Period:
Jun 18, 2020 to Feb 6, 2026
Jun 18, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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