iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.37% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8111 | 6.04 | |
| 0.0941 | 35.37 | |
| 0.9890 | 531.43 | |
| 7.3642 | 6.80 |
Estimation Period:
Aug 27, 2001 to Jan 23, 2026
Aug 27, 2001 to Jan 23, 2026
Other iShares MSCI EAFE ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs