iShares MSCI EAFE ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:17.45% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2921 | 5.91 | |
| 0.1207 | 8.01 | |
| 0.8425 | 51.76 | |
| 0.0568 | 3.74 | |
| -0.1059 | -4.90 | |
| 0.0871 | 6.15 | |
| -0.0502 | -4.96 |
Estimation Period:
Aug 27, 2001 to Nov 21, 2025
Aug 27, 2001 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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