iShares MSCI EAFE ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:15.51% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2833 | 5.86 | |
| 0.1199 | 8.04 | |
| 0.8437 | 52.39 | |
| 0.0544 | 3.60 | |
| -0.1016 | -4.74 | |
| 0.0841 | 6.01 | |
| -0.0486 | -4.90 |
Estimation Period:
Aug 27, 2001 to Jan 23, 2026
Aug 27, 2001 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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