iShares MSCI EAFE ETF GARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:23.23% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0300 | 19.93 | |
| 0.1167 | 36.24 | |
| 0.8656 | 271.95 |
Estimation Period:
Aug 27, 2001 to Mar 6, 2026
Aug 27, 2001 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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