iShares MSCI EAFE ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.37% (+3.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2899 | 6.05 | |
| 0.1208 | 7.83 | |
| 0.8400 | 50.97 | |
| 0.0579 | 3.95 | |
| -0.1100 | -5.24 | |
| 0.0994 | 6.20 | |
| -0.0853 | -3.44 |
Estimation Period:
Aug 27, 2001 to Feb 6, 2026
Aug 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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