iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:12.72% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 15.20 | |
| 0.0359 | 7.85 | |
| 0.8767 | 298.72 | |
| 0.1348 | 15.93 |
Estimation Period:
Aug 27, 2001 to Feb 13, 2026
Aug 27, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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