iShares Currency Hedged MSCI EAFE ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.73% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8744 | 8.87 | |
| 0.1252 | 20.96 | |
| 0.9500 | 146.01 | |
| 5.2919 | 7.26 |
Estimation Period:
Feb 17, 2014 to Feb 13, 2026
Feb 17, 2014 to Feb 13, 2026
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