iShares MSCI EAFE Growth ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.13% (+4.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6945 | 5.19 | |
| 0.1128 | 7.55 | |
| 0.8566 | 55.66 | |
| -0.0611 | -4.60 | |
| 0.0962 | 5.19 | |
| -0.0464 | -5.51 |
Estimation Period:
Aug 5, 2005 to Feb 6, 2026
Aug 5, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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