iShares MSCI Israel ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.80% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0383 | 15.47 | |
| 0.0313 | 10.79 | |
| 0.9039 | 289.80 | |
| 0.0865 | 9.91 |
Estimation Period:
Mar 28, 2008 to Feb 6, 2026
Mar 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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