iShares Core MSCI Europe ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.69% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0086 | 2.84 | |
| 0.2205 | 14.81 | |
| 0.9628 | 484.80 | |
| -0.0981 | -9.70 |
Estimation Period:
Jun 12, 2014 to Feb 13, 2026
Jun 12, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares Core MSCI Europe ETF Analyses
Other EGARCH Analyses on ETFs