iShares MSCI Belgium Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.00% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0247 | 8.12 | |
| 0.8528 | 235.38 | |
| 0.1156 | 26.93 | |
| 0.2735 | 5.88 | |
| 0.8506 | 14.50 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 17, 1996 to Nov 21, 2025
Apr 17, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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