iShares MSCI Europe Financials ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.71% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0603 | 17.84 | |
| 0.0534 | 7.53 | |
| 0.8657 | 207.85 | |
| 0.1211 | 11.29 |
Estimation Period:
Feb 8, 2010 to Feb 6, 2026
Feb 8, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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