iShares MSCI EAFE ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:11.64% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2928 | 5.91 | |
| 0.1206 | 7.99 | |
| 0.8425 | 51.65 | |
| 0.0575 | 3.77 | |
| -0.1070 | -4.93 | |
| 0.0876 | 6.13 | |
| -0.0502 | -4.90 |
Estimation Period:
Aug 27, 2001 to Oct 31, 2025
Aug 27, 2001 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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