iShares MSCI New Zealand ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:13.15% (-0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 14.45 | |
| 0.0334 | 8.15 | |
| 0.9132 | 248.09 | |
| 0.0623 | 6.75 |
Estimation Period:
Sep 2, 2010 to Feb 6, 2026
Sep 2, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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