iShares MSCI EAFE ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.16% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 4.98 | |
| 0.1670 | 28.73 | |
| 0.9747 | 613.03 | |
| -0.1053 | -23.53 |
Estimation Period:
Aug 27, 2001 to Feb 20, 2026
Aug 27, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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