V-Lab
V-Lab
iShares MSCI Emerging Markets ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:42.33% (+20.96%)
Analysis last updated: Friday, April 4, 2025 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Emerging Markets ETF MF2-GARCH
paramt-stat
m81
α0.00964.56
β0.8720241.29
γ0.131131.54
λ10.21660.62
λ20.58400.62
λ30.31240.28
Estimation Period:
Apr 14, 2003 to Apr 4, 2025
Impact of return on volatility tomorrow
Volatility Forecasts