iShares MSCI Netherlands ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.75% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6915 | 6.70 | |
| 0.0816 | 36.49 | |
| 0.9913 | 780.59 | |
| 7.6550 | 7.05 |
Estimation Period:
Apr 2, 1996 to Feb 20, 2026
Apr 2, 1996 to Feb 20, 2026
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