iShares MSCI EAFE ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.94% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 19.81 | |
| 0.1160 | 36.11 | |
| 0.8664 | 273.05 |
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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