iShares MSCI Emerging Markets ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.58% (+1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0086 | 4.07 | |
| 0.8640 | 232.57 | |
| 0.1403 | 33.30 | |
| 0.1979 | 0.78 | |
| 0.5509 | 0.77 | |
| 0.3501 | 0.42 |
Estimation Period:
Apr 14, 2003 to Dec 12, 2025
Apr 14, 2003 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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