iShares Trust iShares ESG Aware MSCI EAFE ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.58% (+14.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9816 | 9,815,920.00 | |
| 0.0000 | 100.00 | |
| 0.0368 | 367,970.00 | |
| 1.1506 | 11,506,210.00 |
Estimation Period:
Jun 30, 2016 to Feb 6, 2026
Jun 30, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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