iShares ESG Advanced MSCI EAFE ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.35% (+2.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0402 | 8.14 | |
| 0.1019 | 3.55 | |
| 0.8394 | 26.08 | |
| 0.0032 | 0.40 |
Estimation Period:
Jun 18, 2020 to Feb 6, 2026
Jun 18, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares ESG Advanced MSCI EAFE ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs