iShares Currency Hedged MSCI EAFE ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.64% (-1.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0762 | 4.91 | |
| 0.1601 | 5.67 | |
| 0.7586 | 23.29 | |
| -0.0957 | -1.15 | |
| 0.2277 | 1.85 | |
| -0.2643 | -3.21 | |
| 0.3042 | 3.15 |
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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