iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:13.47% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0322 | 18.83 | |
| 0.0365 | 13.64 | |
| 0.9030 | 385.42 | |
| 0.0920 | 15.89 |
Estimation Period:
Apr 17, 1996 to Nov 14, 2025
Apr 17, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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