iShares MSCI EAFE Growth ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:17.51% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 15.26 | |
| 0.0220 | 6.92 | |
| 0.8982 | 358.55 | |
| 0.1310 | 19.61 |
Estimation Period:
Aug 5, 2005 to Feb 6, 2026
Aug 5, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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