iShares MSCI Netherlands ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.21% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0022 | 0.78 | |
| 0.0849 | 38.95 | |
| 0.8963 | 431.96 | |
| 0.7292 | 25.49 |
Estimation Period:
Apr 2, 1996 to Feb 6, 2026
Apr 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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