V-Lab: iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, November 6th, 2024:12.53% (+0.94%)

Analysis last updated: Tuesday, November 5, 2024 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0351	5.73
$α$	0.0948	36.77
$β$	0.9913	657.38
$ν$	8	6.51

Estimation Period:
Aug 27, 2001 to Nov 1, 2024