iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.93% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8526 | 5.92 | |
| 0.0947 | 35.62 | |
| 0.9892 | 530.11 | |
| 7.3201 | 6.89 |
Estimation Period:
Aug 27, 2001 to Oct 10, 2025
Aug 27, 2001 to Oct 10, 2025
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