V-Lab: iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis

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V-Lab

iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, December 24th, 2024:14.83% (-0.26%)

Analysis last updated: Monday, December 23, 2024 at 10:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0095	5.76
$α$	0.0947	36.35
$β$	0.9911	641.47
$ν$	8	6.48

Estimation Period:
Aug 27, 2001 to Dec 20, 2024