iShares MSCI International Quality Factor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.67% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0128 | 3.10 | |
| 0.8237 | 163.88 | |
| 0.1813 | 22.52 | |
| 0.1789 | 0.28 | |
| 0.8164 | 0.27 | |
| 0.0000 | 0.00 |
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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