iShares Core MSCI EAFE ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.15% (-0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1072 | 7.48 | |
| 0.1471 | 5.70 | |
| 0.8052 | 31.98 | |
| 0.0339 | 2.94 | |
| -0.0607 | -2.56 |
Estimation Period:
Oct 24, 2012 to Feb 6, 2026
Oct 24, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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