iShares MSCI EAFE ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.38% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0044 | 1.93 | |
| 0.1044 | 37.28 | |
| 0.8694 | 363.45 | |
| 0.6033 | 26.35 |
Estimation Period:
Aug 27, 2001 to Feb 20, 2026
Aug 27, 2001 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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