iShares Currency Hedged MSCI EAFE Small-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.19% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0529 | 12.70 | |
| 0.1153 | 15.96 | |
| 0.8209 | 97.66 |
Estimation Period:
Jul 14, 2015 to Feb 13, 2026
Jul 14, 2015 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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