iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, October 31st, 2025:14.07% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0324 | 18.87 | |
| 0.0367 | 13.67 | |
| 0.9027 | 384.48 | |
| 0.0921 | 15.87 |
Estimation Period:
Apr 17, 1996 to Oct 24, 2025
Apr 17, 1996 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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