iShares Currency Hedged MSCI ACWI EX US ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.41% (+1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 7.20 | |
| 0.0000 | 0.00 | |
| 0.8556 | 114.92 | |
| 0.1537 | 6.48 |
Estimation Period:
Jul 1, 2015 to Feb 6, 2026
Jul 1, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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