iShares MSCI Netherlands ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:17.88% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0009 | 0.46 | |
| 0.8766 | 331.17 | |
| 0.1351 | 37.21 | |
| 0.1110 | 2.66 | |
| 0.3596 | 3.20 | |
| 0.5854 | 4.38 |
Estimation Period:
Apr 2, 1996 to Feb 20, 2026
Apr 2, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Netherlands ETF Analyses
Other MF2-GARCH Analyses on ETFs