iShares MSCI EAFE ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.07% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0045 | 1.99 | |
| 0.1045 | 37.30 | |
| 0.8693 | 362.96 | |
| 0.6021 | 26.33 |
Estimation Period:
Aug 27, 2001 to Feb 13, 2026
Aug 27, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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