iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:16.85% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 16.18 | |
| 0.0269 | 10.66 | |
| 0.9043 | 451.47 | |
| 0.1102 | 19.34 |
Estimation Period:
Apr 2, 1996 to Oct 31, 2025
Apr 2, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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