iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:20.46% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0336 | 16.16 | |
| 0.0262 | 10.52 | |
| 0.9053 | 455.39 | |
| 0.1095 | 19.46 |
Estimation Period:
Apr 2, 1996 to Jan 9, 2026
Apr 2, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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