iShares MSCI EAFE ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:13.06% (+0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2841 | 5.87 | |
| 0.1201 | 8.03 | |
| 0.8434 | 52.23 | |
| 0.0548 | 3.62 | |
| -0.1024 | -4.77 | |
| 0.0846 | 6.03 | |
| -0.0489 | -4.90 |
Estimation Period:
Aug 27, 2001 to Jan 9, 2026
Aug 27, 2001 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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