V-Lab: iShares MSCI EAFE ETF Asy. MEM Volatility Analysis

V-Lab

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V-Lab

iShares MSCI EAFE ETF Asy. MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:15.27% (-1.23%)

Analysis last updated: Friday, April 26, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0266	27.08
$α$	0.1122	31.05
$β$	0.8072	295.46
$γ$	0.1289	18.06

Estimation Period:
Aug 27, 2001 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts