iShares MSCI Emerging Markets ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:13.91% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0077 | 3.61 | |
| 0.8651 | 234.71 | |
| 0.1402 | 33.66 | |
| 0.2033 | 0.71 | |
| 0.5521 | 0.70 | |
| 0.3463 | 0.37 |
Estimation Period:
Apr 14, 2003 to Jan 9, 2026
Apr 14, 2003 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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