iShares MSCI South Africa ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:40.24% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0893 | 17.51 | |
| 0.0209 | 7.70 | |
| 0.9128 | 408.77 | |
| 0.0837 | 13.37 |
Estimation Period:
Feb 7, 2003 to Feb 13, 2026
Feb 7, 2003 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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