V-Lab: iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis

V-Lab

iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:14.56% (-0.43%)

Analysis last updated: Friday, June 27, 2025 at 10:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0313	15.05
$α$	0.0368	7.92
$β$	0.8752	294.38
$γ$	0.1369	15.87

Estimation Period:
Aug 27, 2001 to Jun 27, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts