iShares Currency Hedged MSCI EAFE Small-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:10.58% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0000 | 0.00 | |
| 0.8119 | 133.31 | |
| 0.2256 | 24.50 | |
| 0.1098 | 0.83 | |
| 0.0858 | 0.93 | |
| 0.7630 | 2.78 |
Estimation Period:
Jul 14, 2015 to Feb 6, 2026
Jul 14, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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