iShares Core MSCI Europe ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.07% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0444 | 17.29 | |
| 0.0657 | 5.82 | |
| 0.8333 | 147.70 | |
| 0.1395 | 9.23 |
Estimation Period:
Jun 12, 2014 to Feb 6, 2026
Jun 12, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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