iShares MSCI Belgium Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:13.18% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0249 | 8.16 | |
| 0.8523 | 234.53 | |
| 0.1158 | 26.88 | |
| 0.2770 | 5.86 | |
| 0.8499 | 14.20 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 17, 1996 to Oct 10, 2025
Apr 17, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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