iShares MSCI Denmark ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:26.16% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0648 | 16.10 | |
| 0.0830 | 19.17 | |
| 0.8694 | 136.61 |
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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