V-Lab: iShares MSCI EAFE ETF Spline-GARCH Volatility Analysis

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V-Lab

iShares MSCI EAFE ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:11.52% (+1.13%)

Analysis last updated: Monday, November 10, 2025 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3020	6.10
$α$	0.1211	7.73
$β$	0.8394	50.32
$γ_{1}$	0.0616	4.15
$γ_{2}$	-0.1164	-5.45
$γ_{3}$	0.1042	6.18
$γ_{4}$	-0.0900	-3.36

Estimation Period:
Aug 27, 2001 to Nov 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts