iShares MSCI Netherlands ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.97% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 9.38 | |
| 0.1468 | 35.40 | |
| 0.9790 | 975.09 | |
| -0.0876 | -26.79 |
Estimation Period:
Apr 2, 1996 to Feb 13, 2026
Apr 2, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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