iShares MSCI International Quality Factor ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.08% (+1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0042 | 0.71 | |
| 0.0911 | 9.73 | |
| 0.9688 | 293.04 | |
| -0.1324 | -18.04 |
Estimation Period:
Jan 15, 2015 to Feb 6, 2026
Jan 15, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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