iShares MSCI Belgium Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.61% (+0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1660 | 7.36 | |
| 0.0775 | 39.10 | |
| 0.9893 | 685.58 | |
| 6.5637 | 8.64 |
Estimation Period:
Apr 17, 1996 to Nov 21, 2025
Apr 17, 1996 to Nov 21, 2025
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