iShares MSCI EAFE ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:15.81% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2976 | 5.96 | |
| 0.1209 | 7.97 | |
| 0.8416 | 51.16 | |
| 0.0588 | 3.86 | |
| -0.1093 | -5.05 | |
| 0.0896 | 6.26 | |
| -0.0517 | -5.02 |
Estimation Period:
Aug 27, 2001 to Oct 10, 2025
Aug 27, 2001 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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