iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:26.64% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 16.15 | |
| 0.0260 | 10.48 | |
| 0.9056 | 457.15 | |
| 0.1094 | 19.51 |
Estimation Period:
Apr 2, 1996 to Mar 13, 2026
Apr 2, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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