iShares MSCI EAFE ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:19.99% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2775 | 5.85 | |
| 0.1203 | 8.09 | |
| 0.8433 | 52.38 | |
| 0.0528 | 3.52 | |
| -0.0992 | -4.67 | |
| 0.0832 | 6.03 | |
| -0.0489 | -5.02 |
Estimation Period:
Aug 27, 2001 to Mar 13, 2026
Aug 27, 2001 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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