iShares MSCI Peru and Global Exposure ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.92% (-2.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.1079 | 19.10 | |
| 0.6710 | 63.12 | |
| 0.0675 | 8.81 | |
| 0.1015 | 1.89 | |
| 0.3437 | 3.83 | |
| 0.6086 | 5.14 |
Estimation Period:
Jun 22, 2009 to Feb 6, 2026
Jun 22, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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