iShares MSCI New Zealand ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.34% (+0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3462 | 7.92 | |
| 0.0772 | 4.52 | |
| 0.8842 | 43.56 | |
| 0.0297 | 3.60 | |
| -0.0461 | -2.99 |
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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