iShares Emerging Markets Equity Factor MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.52% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0000 | 0.01 | |
| 0.7362 | 79.49 | |
| 0.1978 | 29.10 | |
| 0.2705 | 1.00 | |
| 0.3948 | 1.51 | |
| 0.3827 | 0.81 |
Estimation Period:
Dec 18, 2015 to Feb 6, 2026
Dec 18, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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