iShares MSCI New Zealand ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:13.50% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3945 | 16.32 | |
| 0.0711 | 26.04 | |
| 0.9784 | 614.59 | |
| 11.2391 | 2.70 |
Estimation Period:
Sep 2, 2010 to Feb 6, 2026
Sep 2, 2010 to Feb 6, 2026
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