iShares ESG Advanced MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:16.33% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0586 | 10.46 | |
| 0.0033 | 0.66 | |
| 0.8617 | 137.67 | |
| 0.1754 | 9.55 |
Estimation Period:
Jun 18, 2020 to Feb 6, 2026
Jun 18, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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