iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:11.88% (-0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 18.99 | |
| 0.0364 | 13.71 | |
| 0.9037 | 392.05 | |
| 0.0920 | 15.97 |
Estimation Period:
Apr 17, 1996 to Feb 20, 2026
Apr 17, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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