iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
18.78%
decreased by 1.30%
1 Week
18.84%
decreased by 1.24%
1 Month
19.08%
decreased by 1.00%
Analysis last updated: Friday, May 22, 2026 at 10:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8346 | 6.08 | |
| 0.0937 | 35.46 | |
| 0.9890 | 539.28 | |
| 7.3509 | 6.85 |
Estimation Period:
Aug 27, 2001 to May 22, 2026
Aug 27, 2001 to May 22, 2026
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