iShares MSCI India ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.42% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 14.47 | |
| 0.0519 | 6.73 | |
| 0.8661 | 150.60 | |
| 0.1063 | 8.09 |
Estimation Period:
Feb 3, 2012 to Feb 13, 2026
Feb 3, 2012 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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