iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:13.82% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 18.98 | |
| 0.0367 | 13.78 | |
| 0.9034 | 390.07 | |
| 0.0917 | 15.88 |
Estimation Period:
Apr 17, 1996 to Feb 6, 2026
Apr 17, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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