iShares MSCI All Country Asia ex Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.83% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0327 | 16.27 | |
| 0.0300 | 9.02 | |
| 0.8992 | 337.54 | |
| 0.1072 | 14.15 |
Estimation Period:
Aug 15, 2008 to Feb 13, 2026
Aug 15, 2008 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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