V-Lab
iShares MSCI Netherlands ETF GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:19.62% (-0.86%)
Analysis last updated: Tuesday, May 7, 2024 at 09:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0293 | 18.62 | |
| 0.0944 | 37.09 | |
| 0.8954 | 374.82 |
Estimation Period:
Apr 2, 1996 to May 3, 2024
Apr 2, 1996 to May 3, 2024
News Impact Curve
Volatility Forecasts
Other iShares MSCI Netherlands ETF Analyses