V-Lab: iShares MSCI EAFE ETF MF2-GARCH Volatility Analysis

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V-Lab

iShares MSCI EAFE ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:17.11% (-0.55%)

Analysis last updated: Friday, November 21, 2025 at 11:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0253	6.29
$β$	0.8558	273.43
$γ$	0.1494	25.10
$λ_{1}$	0.0068	9.81
$λ_{2}$	0.0260	7.32
$λ_{3}$	0.9687	237.48

Estimation Period:
Aug 27, 2001 to Nov 21, 2025

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