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 3rd, 2025:11.65% (-0.28%)

Analysis last updated: Friday, October 31, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	76
$α$	0.0252	6.27
$β$	0.8557	272.86
$γ$	0.1492	25.05
$λ_{1}$	0.0070	9.90
$λ_{2}$	0.0267	7.43
$λ_{3}$	0.9677	234.09

Estimation Period:
Aug 27, 2001 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts