iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:13.90% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 18.92 | |
| 0.0368 | 13.70 | |
| 0.9026 | 383.59 | |
| 0.0920 | 15.83 |
Estimation Period:
Apr 17, 1996 to Oct 10, 2025
Apr 17, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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