iShares MSCI Emerging Markets ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:14.26% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0076 | 3.57 | |
| 0.8651 | 234.90 | |
| 0.1404 | 33.73 | |
| 0.2032 | 0.71 | |
| 0.5504 | 0.71 | |
| 0.3480 | 0.38 |
Estimation Period:
Apr 14, 2003 to Jan 23, 2026
Apr 14, 2003 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Emerging Markets ETF Analyses
Other MF2-GARCH Analyses on ETFs