iShares MSCI Belgium Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.39% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0248 | 8.15 | |
| 0.8525 | 234.84 | |
| 0.1158 | 26.91 | |
| 0.2741 | 5.89 | |
| 0.8507 | 14.51 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 17, 1996 to Oct 31, 2025
Apr 17, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Belgium Capped ETF Analyses
Other MF2-GARCH Analyses on ETFs