iShares MSCI International Momentum Factor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.03% (-4.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 106 | ||
| 1.0000 | 9,999,900.00 | |
| 0.1225 | 1,225,100.00 | |
| -0.2450 | -2,450,000.00 | |
| 0.9658 | 9,657,910.00 | |
| 0.1475 | 1,475,230.00 | |
| 0.0000 | 100.00 |
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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