iShares MSCI Belgium Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.21% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1691 | 7.34 | |
| 0.0776 | 39.09 | |
| 0.9893 | 682.74 | |
| 6.5548 | 8.66 |
Estimation Period:
Apr 17, 1996 to Oct 31, 2025
Apr 17, 1996 to Oct 31, 2025
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