iShares Currency Hedged MSCI Eurozone ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.04% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2272 | 8.69 | |
| 0.1317 | 19.51 | |
| 0.9565 | 183.31 | |
| 6.2819 | 5.41 |
Estimation Period:
Aug 22, 2014 to Feb 13, 2026
Aug 22, 2014 to Feb 13, 2026
Other iShares Currency Hedged MSCI Eurozone ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs