iShares MSCI EAFE ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.55% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 5.02 | |
| 0.1678 | 28.67 | |
| 0.9746 | 610.67 | |
| -0.1050 | -23.40 |
Estimation Period:
Aug 27, 2001 to Feb 6, 2026
Aug 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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