Ishares Msci Glbl QUA FR ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:14.45% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0558 | 4.21 | |
| 0.0000 | 0.00 | |
| 0.8165 | 31.25 | |
| 0.2366 | 3.69 |
Estimation Period:
Dec 12, 2024 to Feb 13, 2026
Dec 12, 2024 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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