iShares MSCI EAFE Min Vol Factor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.79% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0135 | 16.05 | |
| 0.0403 | 7.35 | |
| 0.8917 | 242.38 | |
| 0.0917 | 8.30 |
Estimation Period:
Oct 20, 2011 to Feb 6, 2026
Oct 20, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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