iShares MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:12.41% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8159 | 6.02 | |
| 0.0943 | 35.40 | |
| 0.9890 | 531.16 | |
| 7.3583 | 6.82 |
Estimation Period:
Aug 27, 2001 to Jan 9, 2026
Aug 27, 2001 to Jan 9, 2026
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