iShares MSCI Emerging Markets ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:35.83% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0087 | 4.03 | |
| 0.8631 | 232.58 | |
| 0.1414 | 33.71 | |
| 0.2127 | 0.73 | |
| 0.5444 | 0.72 | |
| 0.3525 | 0.39 |
Estimation Period:
Apr 14, 2003 to Mar 6, 2026
Apr 14, 2003 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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