iShares MSCI Denmark ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.72% (+3.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1908 | 8.90 | |
| 0.0904 | 4.95 | |
| 0.8329 | 30.69 | |
| 0.0239 | 3.02 | |
| -0.0311 | -3.13 |
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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