iShares Core MSCI EAFE ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.59% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0348 | 19.49 | |
| 0.0512 | 6.23 | |
| 0.8424 | 181.98 | |
| 0.1536 | 11.16 |
Estimation Period:
Oct 24, 2012 to Feb 6, 2026
Oct 24, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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