iShares Currency Hedged MSCI EAFE Small-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:14.82% (-1.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9512 | 6.66 | |
| 0.1047 | 25.44 | |
| 0.9581 | 133.36 | |
| 3.5822 | 14.32 |
Estimation Period:
Jul 14, 2015 to Feb 6, 2026
Jul 14, 2015 to Feb 6, 2026
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