iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.74% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8260 | 6.03 | |
| 0.0946 | 35.47 | |
| 0.9891 | 533.76 | |
| 7.3786 | 6.83 |
Estimation Period:
Aug 27, 2001 to Dec 12, 2025
Aug 27, 2001 to Dec 12, 2025
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