iShares Currency Hedged MSCI EAFE Small-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.92% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7402 | 5.03 | |
| 0.1287 | 4.95 | |
| 0.7926 | 21.39 | |
| 0.1654 | 3.60 | |
| -0.2258 | -3.28 | |
| 0.0967 | 1.44 |
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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