iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:23.72% (+1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 15.33 | |
| 0.0359 | 7.83 | |
| 0.8759 | 297.22 | |
| 0.1361 | 16.03 |
Estimation Period:
Aug 27, 2001 to Mar 6, 2026
Aug 27, 2001 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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