iShares MSCI New Zealand ETF EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:12.77% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0091 | 3.01 | |
| 0.1531 | 18.09 | |
| 0.9751 | 564.94 | |
| -0.0603 | -9.52 |
Estimation Period:
Sep 2, 2010 to Feb 6, 2026
Sep 2, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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