V-Lab: iShares MSCI Emerging Markets ETF MF2-GARCH Volatility Analysis

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iShares MSCI Emerging Markets ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:16.31% (-0.58%)

Analysis last updated: Friday, October 31, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0080	3.70
$β$	0.8651	234.71
$γ$	0.1406	33.65
$λ_{1}$	0.2068	0.70
$λ_{2}$	0.5574	0.69
$λ_{3}$	0.3403	0.36

Estimation Period:
Apr 14, 2003 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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