iShares MSCI EAFE ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:23.04% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0146 | 4.13 | |
| 0.8582 | 277.83 | |
| 0.1449 | 27.64 | |
| 0.2273 | 10.51 | |
| 0.8188 | 36.41 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 27, 2001 to Mar 13, 2026
Aug 27, 2001 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI EAFE ETF Analyses
Other MF2-GARCH Analyses on ETFs