iShares Core MSCI EAFE ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.76% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0685 | 7.16 | |
| 0.1455 | 5.93 | |
| 0.8101 | 33.22 | |
| 0.0218 | 2.40 | |
| -0.0300 | -2.62 |
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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