iShares MSCI New Zealand ETF GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.14% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 18.86 | |
| 0.0755 | 18.86 | |
| 0.9005 | 208.35 |
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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