iShares MSCI Europe Financials ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.83% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 7.33 | |
| 0.1182 | 24.26 | |
| 0.8519 | 244.03 | |
| 0.6730 | 16.45 |
Estimation Period:
Feb 8, 2010 to Feb 6, 2026
Feb 8, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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