iShares Currency Hedged MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.70% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0486 | 18.75 | |
| 0.0211 | 2.49 | |
| 0.8164 | 152.29 | |
| 0.2175 | 13.90 |
Estimation Period:
Feb 17, 2014 to Feb 13, 2026
Feb 17, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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