iShares MSCI Belgium Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:19.97% (+0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0247 | 8.16 | |
| 0.8519 | 235.27 | |
| 0.1163 | 27.20 | |
| 0.2714 | 5.90 | |
| 0.8511 | 14.56 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 17, 1996 to Mar 13, 2026
Apr 17, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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