iShares MSCI South Korea ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.48% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 13.43 | |
| 0.0369 | 15.18 | |
| 0.9234 | 477.93 | |
| 0.0592 | 11.63 |
Estimation Period:
May 12, 2000 to Feb 13, 2026
May 12, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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