iShares MSCI Eurozone ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.95% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 15.35 | |
| 0.0317 | 9.40 | |
| 0.8989 | 403.80 | |
| 0.1065 | 16.26 |
Estimation Period:
Jul 31, 2000 to Feb 13, 2026
Jul 31, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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