iShares Core MSCI EAFE ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.49% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0013 | 0.56 | |
| 0.1999 | 18.25 | |
| 0.9641 | 484.96 | |
| -0.1134 | -13.86 |
Estimation Period:
Oct 24, 2012 to Feb 13, 2026
Oct 24, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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