iShares MSCI Belgium Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.54% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0246 | 8.12 | |
| 0.8529 | 235.60 | |
| 0.1155 | 26.93 | |
| 0.2696 | 5.93 | |
| 0.8522 | 14.97 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 17, 1996 to Dec 12, 2025
Apr 17, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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