iShares MSCI Netherlands ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.11% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0443 | 6.13 | |
| 0.0977 | 8.61 | |
| 0.8711 | 72.66 | |
| -0.0317 | -1.85 | |
| 0.0665 | 2.65 | |
| -0.0794 | -4.42 | |
| 0.0960 | 4.38 | |
| -0.0980 | -3.26 |
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 Spline-GARCH Analyses on ETFs