iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:12.07% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8436 | 5.91 | |
| 0.0943 | 35.84 | |
| 0.9893 | 536.51 | |
| 7.3328 | 6.89 |
Estimation Period:
Aug 27, 2001 to Nov 7, 2025
Aug 27, 2001 to Nov 7, 2025
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