iShares MSCI EAFE ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.72% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0252 | 6.27 | |
| 0.8558 | 272.91 | |
| 0.1483 | 24.96 | |
| 0.0070 | 9.76 | |
| 0.0263 | 7.29 | |
| 0.9682 | 233.47 |
Estimation Period:
Aug 27, 2001 to Feb 6, 2026
Aug 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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