MSCI EAFE Price Index USD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:11.68% (+1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0181 | 24.17 | |
| 0.0284 | 11.64 | |
| 0.8982 | 472.99 | |
| 0.1119 | 22.18 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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