iShares Currency Hedged MSCI EAFE Small-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:9.54% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0249 | -4.46 | |
| 0.0950 | 22.49 | |
| 0.8492 | 182.24 | |
| 0.9121 | 18.32 |
Estimation Period:
Jul 14, 2015 to Feb 6, 2026
Jul 14, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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