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{type} for {date}

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	param	t-stat
$m$	46
$α$	0.0000	0.00
$β$	0.9177	250.40
$γ$	0.1161	23.57
$λ_{1}$	1.0403	0.02
$λ_{2}$	0.1376	0.02
$λ_{3}$	0.0203	0.00

V-Lab

iShares MSCI International Size Factor ETF MF2-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI International Size Factor ETF Analyses