iShares MSCI Europe Financials ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.30% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3594 | 7.14 | |
| 0.1289 | 5.87 | |
| 0.8376 | 41.15 | |
| 0.0032 | 3.26 |
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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