iShares MSCI Europe Financials ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.77% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7996 | 7.31 | |
| 0.1321 | 5.43 | |
| 0.8218 | 36.60 | |
| 0.0291 | 3.35 | |
| -0.0447 | -2.71 |
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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