iShares MSCI Malaysia ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.95% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0514 | 9.75 | |
| 0.7553 | 52.75 | |
| 0.0831 | 12.24 | |
| 0.0081 | 2.13 | |
| 0.0601 | 4.25 | |
| 0.9377 | 62.53 |
Estimation Period:
Apr 1, 1996 to Feb 6, 2026
Apr 1, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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