iShares MSCI EAFE Value ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.02% (+2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 20.29 | |
| 0.1250 | 33.45 | |
| 0.8619 | 255.00 |
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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