V-Lab
iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:22.03% (-0.84%)
Analysis last updated: Monday, November 4, 2024 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0308 | 15.32 | |
| 0.0270 | 10.68 | |
| 0.9090 | 451.79 | |
| 0.1031 | 18.80 |
Estimation Period:
Apr 2, 1996 to Nov 1, 2024
Apr 2, 1996 to Nov 1, 2024
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