iShares MSCI EAFE ETF MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
16.59%
decreased by 0.62%
1 Week
16.71%
decreased by 0.50%
1 Month
17.13%
decreased by 0.08%
Analysis last updated: Tuesday, April 28, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0238 | 6.13 | |
| 0.8576 | 277.36 | |
| 0.1490 | 25.71 | |
| 0.0074 | 9.76 | |
| 0.0269 | 7.30 | |
| 0.9674 | 227.77 |
Estimation Period:
Aug 27, 2001 to Apr 24, 2026
Aug 27, 2001 to Apr 24, 2026
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