iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.88% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0334 | 16.14 | |
| 0.0260 | 10.51 | |
| 0.9057 | 456.71 | |
| 0.1092 | 19.46 |
Estimation Period:
Apr 2, 1996 to Feb 20, 2026
Apr 2, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Netherlands ETF Analyses
Other GJR-GARCH Analyses on ETFs