iShares MSCI Denmark ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:28.08% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0186 | 5.84 | |
| 0.1503 | 19.35 | |
| 0.9517 | 363.39 | |
| -0.0888 | -17.26 |
Estimation Period:
Jan 26, 2012 to Feb 6, 2026
Jan 26, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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