iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:15.02% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 15.04 | |
| 0.0362 | 7.88 | |
| 0.8762 | 297.12 | |
| 0.1357 | 15.92 |
Estimation Period:
Aug 27, 2001 to Nov 28, 2025
Aug 27, 2001 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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