iShares Currency Hedged MSCI EAFE Small-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:9.51% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0021 | -0.29 | |
| 0.0904 | 8.23 | |
| 0.9595 | 236.85 | |
| -0.1683 | -25.72 |
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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