iShares Core MSCI Total International Stock ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.30% (+0.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0373 | 19.29 | |
| 0.0449 | 5.35 | |
| 0.8415 | 170.72 | |
| 0.1575 | 10.97 |
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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