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

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V-Lab

iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Friday, November 22nd, 2024:12.82% (-0.81%)

Analysis last updated: Thursday, November 21, 2024 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.0389	5.76
$α$	0.0948	36.61
$β$	0.9913	656.48
$ν$	8	6.48

Estimation Period:
Aug 27, 2001 to Nov 15, 2024