iShares MSCI Ireland ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:25.38% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 11.87 | |
| 0.0476 | 8.64 | |
| 0.8813 | 224.65 | |
| 0.0975 | 9.11 |
Estimation Period:
May 11, 2010 to Feb 6, 2026
May 11, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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