iShares MSCI New Zealand ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.69% (+0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0198 | 4.40 | |
| 0.8889 | 174.70 | |
| 0.0647 | 15.47 | |
| 0.2847 | 0.17 | |
| 0.7628 | 0.16 | |
| 0.0000 | 0.00 |
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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