iShares MSCI EAFE Min Vol Factor ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.28% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2604 | 7.25 | |
| 0.1110 | 5.97 | |
| 0.8523 | 44.65 | |
| 0.0269 | 2.75 | |
| -0.0343 | -2.75 |
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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