V-Lab
iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 31st, 2025:18.42% (-0.34%)
Analysis last updated: Thursday, January 30, 2025 at 10:43 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0311 | 15.53 | |
| 0.0278 | 10.97 | |
| 0.9084 | 452.39 | |
| 0.1022 | 18.63 |
Estimation Period:
Apr 2, 1996 to Jan 24, 2025
Apr 2, 1996 to Jan 24, 2025
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