iShares MSCI EAFE ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.98% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0248 | 6.18 | |
| 0.8558 | 273.14 | |
| 0.1487 | 25.07 | |
| 0.0071 | 9.78 | |
| 0.0268 | 7.36 | |
| 0.9676 | 231.03 |
Estimation Period:
Aug 27, 2001 to Feb 20, 2026
Aug 27, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI EAFE ETF Analyses
Other MF2-GARCH Analyses on ETFs