V-Lab: iShares MSCI EAFE ETF EGARCH Volatility Analysis

V-Lab

iShares MSCI EAFE ETF EGARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:16.29% (-1.01%)

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
$ω$	0.0109	5.04
$α$	0.1703	28.71
$β$	0.9743	590.82
$γ$	-0.1062	-23.29

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts