iShares MSCI Denmark ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.27% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0460 | 8.51 | |
| 0.0873 | 21.31 | |
| 0.8525 | 161.61 | |
| 0.6926 | 14.90 |
Estimation Period:
Jan 26, 2012 to Feb 6, 2026
Jan 26, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Denmark ETF Analyses
Other AGARCH Analyses on ETFs