iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
23.68%
decreased by 1.06%
1 Week
23.54%
decreased by 1.20%
1 Month
23.05%
decreased by 1.69%
Analysis last updated: Thursday, April 2, 2026 at 10:08 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 15.28 | |
| 0.0356 | 7.78 | |
| 0.8765 | 298.63 | |
| 0.1359 | 16.09 |
Estimation Period:
Aug 27, 2001 to Apr 2, 2026
Aug 27, 2001 to Apr 2, 2026
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