iShares MSCI Belgium Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:13.01% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0247 | 8.19 | |
| 0.8528 | 236.04 | |
| 0.1157 | 26.98 | |
| 0.2630 | 6.03 | |
| 0.8551 | 15.82 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 17, 1996 to Jan 23, 2026
Apr 17, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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