iShares Currency Hedged MSCI ACWI EX US ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.03% (-0.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0000 | 0.00 | |
| 0.7545 | 84.84 | |
| 0.2527 | 32.61 | |
| 0.0301 | 1.36 | |
| 0.1096 | 1.30 | |
| 0.8462 | 7.35 |
Estimation Period:
Jul 1, 2015 to Feb 13, 2026
Jul 1, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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