iShares MSCI EAFE Min Vol Factor ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.88% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0085 | 7.89 | |
| 0.0954 | 23.67 | |
| 0.8748 | 232.98 | |
| 0.3306 | 15.12 |
Estimation Period:
Oct 20, 2011 to Feb 6, 2026
Oct 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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