iShares MSCI Pacific ex Japan ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.05% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0070 | 1.62 | |
| 0.8019 | 83.01 | |
| 0.1605 | 23.54 | |
| 0.0124 | 3.67 | |
| 0.0507 | 4.38 | |
| 0.9414 | 70.83 |
Estimation Period:
Oct 26, 2001 to Feb 6, 2026
Oct 26, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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