iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
21.63%
increased by 4.10%
1 Week
21.63%
increased by 4.10%
1 Month
21.61%
increased by 4.08%
Analysis last updated: Friday, June 12, 2026 at 02:38 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8299 | 6.07 | |
| 0.0936 | 35.38 | |
| 0.9890 | 535.75 | |
| 7.3294 | 6.86 |
Estimation Period:
Aug 27, 2001 to Jun 5, 2026
Aug 27, 2001 to Jun 5, 2026
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