iShares MSCI South Korea ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.97% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0281 | 8.75 | |
| 0.8485 | 193.55 | |
| 0.1056 | 23.61 | |
| 0.0097 | 4.16 | |
| 0.0279 | 5.60 | |
| 0.9688 | 168.22 |
Estimation Period:
May 12, 2000 to Feb 6, 2026
May 12, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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