iShares MSCI Norway ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.93% (+2.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0317 | 9.60 | |
| 0.1918 | 20.47 | |
| 0.9593 | 348.07 | |
| -0.0831 | -12.12 |
Estimation Period:
Jan 24, 2012 to Feb 6, 2026
Jan 24, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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