iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:10.72% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8453 | 5.90 | |
| 0.0944 | 35.81 | |
| 0.9893 | 535.34 | |
| 7.3277 | 6.90 |
Estimation Period:
Aug 27, 2001 to Oct 31, 2025
Aug 27, 2001 to Oct 31, 2025
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