iShares MSCI EAFE ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.09% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2809 | 5.86 | |
| 0.1197 | 8.05 | |
| 0.8440 | 52.57 | |
| 0.0536 | 3.56 | |
| -0.1004 | -4.70 | |
| 0.0836 | 6.01 | |
| -0.0486 | -4.94 |
Estimation Period:
Aug 27, 2001 to Feb 13, 2026
Aug 27, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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