V-Lab: iShares MSCI EAFE ETF GARCH Volatility Analysis

V-Lab

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V-Lab

iShares MSCI EAFE ETF GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:13.20% (-0.62%)

Analysis last updated: Wednesday, April 24, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0226	20.46
$α$	0.1108	34.88
$β$	0.8774	299.95

Estimation Period:
Aug 27, 2001 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts