iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:14.32% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 18.85 | |
| 0.0366 | 13.76 | |
| 0.9037 | 390.37 | |
| 0.0916 | 15.93 |
Estimation Period:
Apr 17, 1996 to Jan 23, 2026
Apr 17, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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