iShares MSCI Emerging Markets ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:17.47% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0079 | 3.71 | |
| 0.8654 | 234.77 | |
| 0.1401 | 33.55 | |
| 0.2049 | 0.71 | |
| 0.5549 | 0.70 | |
| 0.3433 | 0.37 |
Estimation Period:
Apr 14, 2003 to Nov 21, 2025
Apr 14, 2003 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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