iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:12.49% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8018 | 6.08 | |
| 0.0941 | 35.18 | |
| 0.9889 | 528.52 | |
| 7.3695 | 6.78 |
Estimation Period:
Aug 27, 2001 to Feb 20, 2026
Aug 27, 2001 to Feb 20, 2026
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