V-Lab
iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:13.97% (-0.58%)
Analysis last updated: Friday, November 22, 2024 at 11:28 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0240 | 18.23 | |
| 0.0358 | 8.41 | |
| 0.8874 | 334.00 | |
| 0.1244 | 17.44 |
Estimation Period:
Aug 27, 2001 to Nov 22, 2024
Aug 27, 2001 to Nov 22, 2024
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