iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:19.38% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7952 | 6.08 | |
| 0.0943 | 35.15 | |
| 0.9888 | 526.52 | |
| 7.3633 | 6.78 |
Estimation Period:
Aug 27, 2001 to Feb 27, 2026
Aug 27, 2001 to Feb 27, 2026
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