iShares MSCI Eurozone ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.11% (+2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0358 | 18.50 | |
| 0.1033 | 35.11 | |
| 0.8818 | 313.23 |
Estimation Period:
Jul 31, 2000 to Feb 6, 2026
Jul 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Eurozone ETF Analyses
Other GARCH Analyses on ETFs