iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.72% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 18.74 | |
| 0.0365 | 13.65 | |
| 0.9034 | 387.22 | |
| 0.0917 | 15.89 |
Estimation Period:
Apr 17, 1996 to Dec 12, 2025
Apr 17, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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