iShares MSCI International Momentum Factor ETF MEM Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.35% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0857 | 2.40 | |
| 0.1786 | 4.12 | |
| 0.7712 | 22.62 |
Estimation Period:
Jan 28, 2015 to Feb 13, 2026
Jan 28, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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