iShares MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
20.02%
decreased by 1.11%
1 Week
20.01%
decreased by 1.12%
1 Month
20.00%
decreased by 1.13%
Analysis last updated: Friday, June 12, 2026 at 11:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0309 | 15.19 | |
| 0.0344 | 7.73 | |
| 0.8781 | 302.68 | |
| 0.1357 | 16.38 |
Estimation Period:
Aug 27, 2001 to Jun 12, 2026
Aug 27, 2001 to Jun 12, 2026
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