iShares MSCI EAFE ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.95% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2892 | 5.89 | |
| 0.1205 | 8.03 | |
| 0.8429 | 52.00 | |
| 0.0559 | 3.68 | |
| -0.1042 | -4.84 | |
| 0.0857 | 6.07 | |
| -0.0492 | -4.89 |
Estimation Period:
Aug 27, 2001 to Dec 12, 2025
Aug 27, 2001 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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