iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:11.73% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 15.02 | |
| 0.0362 | 7.88 | |
| 0.8761 | 296.89 | |
| 0.1359 | 15.93 |
Estimation Period:
Aug 27, 2001 to Dec 12, 2025
Aug 27, 2001 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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