iShares MSCI Emerging Markets ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.12% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0081 | 3.82 | |
| 0.8648 | 234.68 | |
| 0.1398 | 33.48 | |
| 0.2047 | 0.75 | |
| 0.5415 | 0.75 | |
| 0.3570 | 0.41 |
Estimation Period:
Apr 14, 2003 to Feb 6, 2026
Apr 14, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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