iShares MSCI EAFE ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.65%
decreased by 1.10%
1 Week
19.79%
decreased by 0.96%
1 Month
20.07%
decreased by 0.68%
Analysis last updated: Friday, June 12, 2026 at 11:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.0132 | 3.91 | |
| 0.8613 | 287.20 | |
| 0.1450 | 28.58 | |
| 0.2313 | 10.54 | |
| 0.8195 | 35.54 | |
| 0.0000 | 0.00 |
Estimation Period:
Aug 27, 2001 to Jun 12, 2026
Aug 27, 2001 to Jun 12, 2026
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