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	param	t-stat
$ω$	0.0292	17.06
$α$	0.0457	8.94
$β$	0.8744	287.90
$γ$	0.1281	14.85

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iShares MSCI EAFE Value ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:15.68% (-0.83%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI EAFE Value ETF Analyses