iShares MSCI EAFE ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.18% (+3.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2818 | 5.86 | |
| 0.1200 | 8.05 | |
| 0.8436 | 52.38 | |
| 0.0539 | 3.58 | |
| -0.1010 | -4.72 | |
| 0.0840 | 6.03 | |
| -0.0489 | -4.96 |
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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