iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.97% (+0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 15.23 | |
| 0.0362 | 7.88 | |
| 0.8765 | 297.53 | |
| 0.1347 | 15.89 |
Estimation Period:
Aug 27, 2001 to Feb 6, 2026
Aug 27, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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