iShares MSCI EAFE ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:11.06% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0252 | 6.27 | |
| 0.8557 | 272.10 | |
| 0.1480 | 24.92 | |
| 0.0071 | 9.85 | |
| 0.0270 | 7.42 | |
| 0.9674 | 231.48 |
Estimation Period:
Aug 27, 2001 to Jan 9, 2026
Aug 27, 2001 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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