iShares MSCI EAFE Value ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.92% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6813 | 4.96 | |
| 0.1349 | 7.49 | |
| 0.8321 | 47.40 | |
| -0.0646 | -4.84 | |
| 0.0967 | 5.24 | |
| -0.0404 | -4.86 |
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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