iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:11.12% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0313 | 18.64 | |
| 0.0367 | 13.77 | |
| 0.9036 | 388.80 | |
| 0.0915 | 15.86 |
Estimation Period:
Apr 17, 1996 to Dec 26, 2025
Apr 17, 1996 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Belgium Capped ETF Analyses
Other GJR-GARCH Analyses on ETFs