iShares MSCI Belgium Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:14.45% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1742 | 7.35 | |
| 0.0776 | 38.97 | |
| 0.9892 | 678.47 | |
| 6.5462 | 8.65 |
Estimation Period:
Apr 17, 1996 to Oct 10, 2025
Apr 17, 1996 to Oct 10, 2025
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