iShares MSCI International Momentum Factor ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:19.05% (+1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0163 | -2.50 | |
| 0.0686 | 14.85 | |
| 0.8967 | 137.51 | |
| 0.9480 | 14.08 |
Estimation Period:
Jan 26, 2015 to Feb 6, 2026
Jan 26, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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