iShares Currency Hedged MSCI Eurozone ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.57% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5772 | 5.27 | |
| 0.1662 | 5.99 | |
| 0.7713 | 25.67 | |
| 0.0428 | 2.65 | |
| -0.0486 | -2.49 |
Estimation Period:
Aug 22, 2014 to Feb 6, 2026
Aug 22, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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