iShares Currency Hedged MSCI EAFE ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.85% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0569 | 18.73 | |
| 0.1484 | 20.53 | |
| 0.7859 | 102.54 |
Estimation Period:
Feb 17, 2014 to Feb 6, 2026
Feb 17, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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