iShares MSCI EAFE Min Vol Factor ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.67% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0904 | 6.94 | |
| 0.1101 | 6.26 | |
| 0.8579 | 47.42 | |
| 0.0084 | 1.75 |
Estimation Period:
Oct 20, 2011 to Feb 6, 2026
Oct 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI EAFE Min Vol Factor ETF Analyses
Other Spline-GARCH Analyses on ETFs