Ishares INT EQ Fctr RTN Actv MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.88% (+6.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.6928 | 153.68 | |
| 0.0000 | 0.01 | |
| 0.5000 | 58.74 | |
| 10.0000 | 2.28 | |
| 1.0000 | 1.40 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 7, 2025 to Feb 6, 2026
Aug 7, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Ishares INT EQ Fctr RTN Actv Analyses
Other MF2-GARCH Analyses on ETFs