iShares International Equity F Fund GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.99% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0434 | 17.42 | |
| 0.0227 | 3.23 | |
| 0.8477 | 190.66 | |
| 0.1876 | 13.51 |
Estimation Period:
May 4, 2015 to Feb 6, 2026
May 4, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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