V-Lab
iShares MSCI Netherlands ETF GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:19.01% (-0.77%)
Analysis last updated: Thursday, April 25, 2024 at 10:03 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0292 | 18.60 | |
| 0.0943 | 37.05 | |
| 0.8955 | 374.52 |
Estimation Period:
Apr 2, 1996 to Apr 19, 2024
Apr 2, 1996 to Apr 19, 2024
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