iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:20.25% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8193 | 6.08 | |
| 0.0941 | 35.35 | |
| 0.9889 | 529.38 | |
| 7.3544 | 6.81 |
Estimation Period:
Aug 27, 2001 to Mar 13, 2026
Aug 27, 2001 to Mar 13, 2026
Other iShares MSCI EAFE ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs