iShares MSCI Belgium Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:11.80% (-0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1642 | 7.29 | |
| 0.0775 | 39.64 | |
| 0.9896 | 701.35 | |
| 6.5665 | 8.75 |
Estimation Period:
Apr 17, 1996 to Jan 9, 2026
Apr 17, 1996 to Jan 9, 2026
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