iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:11.52% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 15.11 | |
| 0.0362 | 7.90 | |
| 0.8767 | 297.50 | |
| 0.1343 | 15.84 |
Estimation Period:
Aug 27, 2001 to Jan 9, 2026
Aug 27, 2001 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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