iShares Core MSCI International Developed Markets ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.59% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 14.88 | |
| 0.0340 | 5.12 | |
| 0.8581 | 187.89 | |
| 0.1678 | 10.81 |
Estimation Period:
Mar 23, 2017 to Feb 6, 2026
Mar 23, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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