iShares Core MSCI Pacific ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:16.32% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 16.01 | |
| 0.0413 | 7.85 | |
| 0.8819 | 214.15 | |
| 0.1079 | 8.82 |
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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