iShares MSCI Belgium Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.55% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9522 | 6.25 | |
| 0.0983 | 8.04 | |
| 0.8536 | 56.53 | |
| -0.0133 | -0.30 | |
| -0.0546 | -0.79 | |
| 0.2029 | 3.99 | |
| -0.2720 | -6.00 | |
| 0.1803 | 3.84 | |
| 0.0020 | 0.04 | |
| -0.0858 | -1.69 | |
| 0.0514 | 1.43 |
Estimation Period:
Apr 17, 1996 to Feb 20, 2026
Apr 17, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Belgium Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs