iShares MSCI Europe Financials ETF GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:24.23% (-0.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0636 | 18.75 | |
| 0.1231 | 23.50 | |
| 0.8553 | 180.57 |
Estimation Period:
Feb 8, 2010 to Feb 6, 2026
Feb 8, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Europe Financials ETF Analyses
Other GARCH Analyses on ETFs