iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.85% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 19.00 | |
| 0.0365 | 13.75 | |
| 0.9035 | 390.97 | |
| 0.0918 | 15.91 |
Estimation Period:
Apr 17, 1996 to Feb 13, 2026
Apr 17, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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