iShares Europe ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.08% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0310 | 16.32 | |
| 0.0329 | 8.62 | |
| 0.8897 | 362.86 | |
| 0.1190 | 17.08 |
Estimation Period:
Jul 28, 2000 to Feb 13, 2026
Jul 28, 2000 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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