iShares Core MSCI Europe ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.75% (-1.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1599 | 8.72 | |
| 0.1147 | 18.96 | |
| 0.9651 | 235.79 | |
| 7.3905 | 3.98 |
Estimation Period:
Jun 12, 2014 to Feb 13, 2026
Jun 12, 2014 to Feb 13, 2026
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