V-Lab
iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:18.76% (-0.68%)
Analysis last updated: Friday, November 22, 2024 at 11:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 15.44 | |
| 0.0277 | 10.89 | |
| 0.9085 | 450.22 | |
| 0.1024 | 18.64 |
Estimation Period:
Apr 2, 1996 to Nov 22, 2024
Apr 2, 1996 to Nov 22, 2024
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