V-Lab
iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:12.73% (-0.53%)
Analysis last updated: Monday, November 4, 2024 at 10:39 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 18.18 | |
| 0.0356 | 8.38 | |
| 0.8874 | 333.85 | |
| 0.1250 | 17.53 |
Estimation Period:
Aug 27, 2001 to Nov 1, 2024
Aug 27, 2001 to Nov 1, 2024
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