iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:17.86% (+1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8490 | 5.99 | |
| 0.0949 | 35.57 | |
| 0.9891 | 534.67 | |
| 7.3723 | 6.85 |
Estimation Period:
Aug 27, 2001 to Nov 21, 2025
Aug 27, 2001 to Nov 21, 2025
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