iShares Currency Hedged MSCI EAFE ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:11.63% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0321 | 2.89 | |
| 0.7545 | 117.93 | |
| 0.2518 | 15.70 | |
| 0.0494 | 2.15 | |
| 0.1092 | 1.85 | |
| 0.8337 | 9.71 |
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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