iShares MSCI EAFE Min Vol Factor ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.34% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6283 | 10.18 | |
| 0.1008 | 23.86 | |
| 0.9726 | 357.07 | |
| 7.7289 | 4.56 |
Estimation Period:
Oct 20, 2011 to Feb 13, 2026
Oct 20, 2011 to Feb 13, 2026
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