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 Tuesday, October 14th, 2025:16.55% (-0.80%)

Analysis last updated: Monday, October 13, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0250	6.20
$β$	0.8557	273.30
$γ$	0.1501	25.10
$λ_{1}$	0.0069	9.81
$λ_{2}$	0.0261	7.32
$λ_{3}$	0.9685	236.40

Estimation Period:
Aug 27, 2001 to Oct 10, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts