iShares MSCI Europe Financials ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.59% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0558 | 8.97 | |
| 0.8133 | 153.27 | |
| 0.1196 | 14.38 | |
| 0.4511 | 1.51 | |
| 0.7940 | 1.78 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 8, 2010 to Feb 6, 2026
Feb 8, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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