iShares MSCI Europe Small-Cap ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.03% (+1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0416 | 3.95 | |
| 0.7587 | 66.70 | |
| 0.1551 | 10.36 | |
| 0.0223 | 3.19 | |
| 0.0657 | 3.31 | |
| 0.9203 | 39.18 |
Estimation Period:
Dec 27, 2007 to Feb 6, 2026
Dec 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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