iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, October 15th, 2025:15.56% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 15.06 | |
| 0.0361 | 7.83 | |
| 0.8758 | 295.89 | |
| 0.1367 | 15.97 |
Estimation Period:
Aug 27, 2001 to Oct 10, 2025
Aug 27, 2001 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI EAFE ETF Analyses
Other GJR-GARCH Analyses on ETFs