iShares MSCI Belgium Capped ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, March 9th, 2026:24.00% (+0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 8.32 | |
| 0.1648 | 35.92 | |
| 0.9783 | 896.73 | |
| -0.0774 | -16.43 |
Estimation Period:
Apr 17, 1996 to Mar 6, 2026
Apr 17, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Belgium Capped ETF Analyses
Other EGARCH Analyses on ETFs