iShares MSCI International Quality Factor ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.42% (+1.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0244 | 9.64 | |
| 0.0091 | 1.95 | |
| 0.9033 | 239.91 | |
| 0.1317 | 11.17 |
Estimation Period:
Jan 15, 2015 to Feb 6, 2026
Jan 15, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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