iShares Core MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.10% (-1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9875 | 8.10 | |
| 0.1065 | 19.57 | |
| 0.9688 | 242.93 | |
| 7.4024 | 3.79 |
Estimation Period:
Oct 24, 2012 to Feb 13, 2026
Oct 24, 2012 to Feb 13, 2026
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