V-Lab: iShares MSCI EAFE ETF MF2-GARCH Volatility Analysis

Skip to main content

V-Lab

iShares MSCI EAFE ETF MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:10.95% (+0.15%)

Analysis last updated: Saturday, December 13, 2025 at 12:22 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0147	4.18
$β$	0.8587	278.52
$γ$	0.1451	27.71
$λ_{1}$	0.2208	10.84
$λ_{2}$	0.8224	38.54
$λ_{3}$	0.0000	0.00

Estimation Period:
Aug 27, 2001 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts