iShares MSCI Netherlands ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:17.98% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 0.76 | |
| 0.0847 | 38.95 | |
| 0.8965 | 432.68 | |
| 0.7297 | 25.49 |
Estimation Period:
Apr 2, 1996 to Feb 20, 2026
Apr 2, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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