iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:21.54% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 19.19 | |
| 0.0365 | 13.73 | |
| 0.9032 | 390.50 | |
| 0.0920 | 15.95 |
Estimation Period:
Apr 17, 1996 to Mar 13, 2026
Apr 17, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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