iShares MSCI Denmark ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.88% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0718 | 17.41 | |
| 0.0300 | 6.69 | |
| 0.8663 | 172.64 | |
| 0.1050 | 10.96 |
Estimation Period:
Jan 26, 2012 to Feb 6, 2026
Jan 26, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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