iShares MSCI Emerging Markets ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:29.59% (-1.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0087 | 4.01 | |
| 0.8634 | 232.91 | |
| 0.1409 | 33.69 | |
| 0.2130 | 0.72 | |
| 0.5450 | 0.71 | |
| 0.3515 | 0.39 |
Estimation Period:
Apr 14, 2003 to Mar 13, 2026
Apr 14, 2003 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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