iShares MSCI EAFE ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:17.98% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 19.82 | |
| 0.1163 | 36.08 | |
| 0.8661 | 272.19 |
Estimation Period:
Aug 27, 2001 to Feb 6, 2026
Aug 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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