iShares International Equity F Fund MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.10% (-0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0269 | 3.41 | |
| 0.7633 | 46.12 | |
| 0.1916 | 10.53 | |
| 0.0245 | 2.63 | |
| 0.0879 | 2.32 | |
| 0.8878 | 20.98 |
Estimation Period:
May 4, 2015 to Feb 13, 2026
May 4, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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