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	param	t-stat
$ω$	0.0437	19.00
$α$	0.0465	7.42
$β$	0.8680	244.23
$γ$	0.1261	11.60

V-Lab

iShares MSCI Europe Small-Cap ETF GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:17.01% (-0.85%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other iShares MSCI Europe Small-Cap ETF Analyses