iShares MSCI EAFE ETF GARCH Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:12.93% (+0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0294 | 19.55 | |
| 0.1167 | 35.99 | |
| 0.8660 | 270.97 |
Estimation Period:
Aug 27, 2001 to Nov 7, 2025
Aug 27, 2001 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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