iShares MSCI New Zealand ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:15.23% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2970 | 7.64 | |
| 0.0775 | 4.54 | |
| 0.8867 | 45.42 | |
| 0.0220 | 3.14 | |
| -0.0272 | -3.06 |
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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