iShares MSCI Emerging Markets ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:27.38% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0082 | 3.85 | |
| 0.8661 | 235.54 | |
| 0.1403 | 33.47 | |
| 0.2066 | 0.74 | |
| 0.5504 | 0.73 | |
| 0.3482 | 0.39 |
Estimation Period:
Apr 14, 2003 to Oct 10, 2025
Apr 14, 2003 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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