iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:20.48% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0340 | 16.24 | |
| 0.0271 | 10.70 | |
| 0.9039 | 449.95 | |
| 0.1104 | 19.33 |
Estimation Period:
Apr 2, 1996 to Oct 10, 2025
Apr 2, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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