V-Lab
iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, April 25th, 2024:14.57% (-0.46%)
Analysis last updated: Wednesday, April 24, 2024 at 10:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0320 | 18.20 | |
| 0.0350 | 15.49 | |
| 0.9011 | 402.62 | |
| 0.1010 | 17.84 |
Estimation Period:
Apr 17, 1996 to Apr 19, 2024
Apr 17, 1996 to Apr 19, 2024
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