iShares MSCI Belgium Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.57% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1558 | 7.34 | |
| 0.0775 | 39.54 | |
| 0.9895 | 704.30 | |
| 6.5877 | 8.72 |
Estimation Period:
Apr 17, 1996 to Feb 20, 2026
Apr 17, 1996 to Feb 20, 2026
Other iShares MSCI Belgium Capped ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs