iShares MSCI EAFE ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:13.54% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2789 | 5.85 | |
| 0.1198 | 8.06 | |
| 0.8439 | 52.55 | |
| 0.0532 | 3.54 | |
| -0.0998 | -4.68 | |
| 0.0830 | 5.98 | |
| -0.0482 | -4.91 |
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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