iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:13.90% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 15.14 | |
| 0.0361 | 7.87 | |
| 0.8770 | 297.78 | |
| 0.1341 | 15.85 |
Estimation Period:
Aug 27, 2001 to Jan 23, 2026
Aug 27, 2001 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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