iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:12.68% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 15.00 | |
| 0.0363 | 7.89 | |
| 0.8762 | 296.93 | |
| 0.1356 | 15.90 |
Estimation Period:
Aug 27, 2001 to Oct 31, 2025
Aug 27, 2001 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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