iShares MSCI EAFE Value ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.25% (-1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7379 | 6.27 | |
| 0.1023 | 31.43 | |
| 0.9863 | 455.77 | |
| 7.1754 | 6.45 |
Estimation Period:
Aug 5, 2005 to Feb 6, 2026
Aug 5, 2005 to Feb 6, 2026
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