iShares MSCI Eurozone ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.63% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0160 | 7.61 | |
| 0.1579 | 32.38 | |
| 0.9800 | 809.88 | |
| -0.0864 | -22.12 |
Estimation Period:
Jul 31, 2000 to Feb 13, 2026
Jul 31, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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