iShares MSCI Pacific ex Japan ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.66% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0287 | 12.73 | |
| 0.0244 | 7.99 | |
| 0.9064 | 405.20 | |
| 0.1029 | 12.73 |
Estimation Period:
Oct 26, 2001 to Feb 13, 2026
Oct 26, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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