iShares Currency Hedged MSCI EAFE Small-Cap ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.12% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0520 | 12.07 | |
| 0.0000 | 0.00 | |
| 0.8311 | 138.07 | |
| 0.2144 | 13.37 |
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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