iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 1st, 2025:20.03% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0338 | 16.18 | |
| 0.0267 | 10.62 | |
| 0.9044 | 451.96 | |
| 0.1102 | 19.37 |
Estimation Period:
Apr 2, 1996 to Nov 28, 2025
Apr 2, 1996 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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