MSCI EAFE Price Index USD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.97% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0656 | 7.35 | |
| 0.0677 | 43.03 | |
| 0.9907 | 750.53 | |
| 6.9758 | 7.74 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
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