iShares MSCI USA Momentum Factor ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.00% (-3.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0000 | 0.00 | |
| 0.7882 | 114.83 | |
| 0.2554 | 32.41 | |
| 0.0148 | 3.31 | |
| 0.0561 | 4.24 | |
| 0.9331 | 59.32 |
Estimation Period:
Apr 18, 2013 to Feb 6, 2026
Apr 18, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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