State Street SPDR S&P 500 ETF Trust

iShares Core MSCI Europe ETF

iShares Core MSCI Pacific ETF

iShares MSCI ACWI ETF

iShares MSCI Australia ETF

iShares MSCI Belgium Capped ETF

iShares MSCI Brazil Capped ETF

iShares MSCI Canada ETF

iShares MSCI Chile ETF

iShares MSCI EAFE ETF

iShares MSCI Emerging Markets ETF

iShares MSCI Germany ETF

iShares MSCI Hong Kong ETF

iShares MSCI Italy Capped ETF

iShares MSCI Japan ETF

iShares MSCI Mexico Capped ETF

iShares MSCI Netherlands ETF

iShares MSCI Singapore Capped ETF

iShares MSCI Spain Capped ETF

iShares MSCI Sweden Capped ETF

iShares MSCI Switzerland Capped ETF

iShares MSCI Taiwan Capped ETF

iShares MSCI United Kingdom ETF

iShares MSCI World ETF

How volatility evolves over time

How illiquidity evolves over time

{name} Model Equation

How returns affect tomorrow's volatility

How returns affect tomorrow's illiquidity

Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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International Equities GARCH-DCC-NL Correlation Analysis