V-Lab: iShares MSCI EAFE ETF Asy. Power MEM Volatility Analysis

V-Lab

iShares MSCI EAFE ETF Asy. Power MEM Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:14.18% (-0.68%)

Analysis last updated: Wednesday, June 18, 2025 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0364	33.50
$α$	0.2013	56.30
$β$	0.7834	212.43
$γ$	0.2188	24.35
$δ$	0.7591	18.10

Estimation Period:
Aug 27, 2001 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts