iShares MSCI South Africa ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:43.91% (-2.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0151 | 5.25 | |
| 0.8672 | 201.40 | |
| 0.1003 | 22.06 | |
| 1.0875 | 2.47 | |
| 0.7078 | 2.74 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 7, 2003 to Feb 6, 2026
Feb 7, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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