iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:19.42% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 16.16 | |
| 0.0261 | 10.51 | |
| 0.9054 | 456.15 | |
| 0.1095 | 19.48 |
Estimation Period:
Apr 2, 1996 to Feb 6, 2026
Apr 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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