iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.25%
decreased by 1.38%
1 Week
20.28%
decreased by 1.35%
1 Month
20.39%
decreased by 1.24%
Analysis last updated: Friday, June 12, 2026 at 11:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8417 | 6.02 | |
| 0.0935 | 35.48 | |
| 0.9891 | 537.85 | |
| 7.3106 | 6.89 |
Estimation Period:
Aug 27, 2001 to Jun 12, 2026
Aug 27, 2001 to Jun 12, 2026
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