iShares MSCI Malaysia ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.50% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0115 | 12.27 | |
| 0.0477 | 14.83 | |
| 0.9280 | 568.61 | |
| 0.0442 | 6.86 |
Estimation Period:
Apr 1, 1996 to Feb 13, 2026
Apr 1, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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