iShares ESG Advanced MSCI EAFE ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.67% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0657 | 13.54 | |
| 0.1020 | 15.76 | |
| 0.8407 | 109.50 |
Estimation Period:
Jun 18, 2020 to Feb 6, 2026
Jun 18, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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