iShares MSCI Belgium Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.06% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1607 | 7.36 | |
| 0.0773 | 39.31 | |
| 0.9894 | 693.83 | |
| 6.5760 | 8.65 |
Estimation Period:
Apr 17, 1996 to Dec 12, 2025
Apr 17, 1996 to Dec 12, 2025
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