iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:17.76% (-0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0339 | 16.21 | |
| 0.0269 | 10.67 | |
| 0.9042 | 451.17 | |
| 0.1103 | 19.34 |
Estimation Period:
Apr 2, 1996 to Oct 17, 2025
Apr 2, 1996 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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