iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:18.05% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 16.15 | |
| 0.0261 | 10.51 | |
| 0.9054 | 455.91 | |
| 0.1094 | 19.47 |
Estimation Period:
Apr 2, 1996 to Jan 23, 2026
Apr 2, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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