iShares MSCI Qatar ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:13.11% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0371 | 13.85 | |
| 0.0187 | 4.66 | |
| 0.9212 | 264.86 | |
| 0.0677 | 9.80 |
Estimation Period:
May 1, 2014 to Feb 6, 2026
May 1, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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