iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:10.62% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 15.09 | |
| 0.0363 | 7.91 | |
| 0.8766 | 297.46 | |
| 0.1345 | 15.86 |
Estimation Period:
Aug 27, 2001 to Jan 16, 2026
Aug 27, 2001 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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