iShares MSCI Emerging Markets Small-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.41% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0303 | 7.86 | |
| 0.7339 | 108.05 | |
| 0.1902 | 28.51 | |
| 0.2083 | 1.05 | |
| 0.4546 | 1.28 | |
| 0.3457 | 0.63 |
Estimation Period:
Aug 18, 2011 to Feb 6, 2026
Aug 18, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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