iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 17th, 2025:29.08% (+12.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 16.17 | |
| 0.0267 | 10.64 | |
| 0.9044 | 452.00 | |
| 0.1100 | 19.34 |
Estimation Period:
Apr 2, 1996 to Dec 12, 2025
Apr 2, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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