iShares Currency Hedged MSCI Eurozone ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.00% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0499 | 18.48 | |
| 0.0331 | 4.31 | |
| 0.8317 | 160.46 | |
| 0.1978 | 14.97 |
Estimation Period:
Aug 22, 2014 to Feb 13, 2026
Aug 22, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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