iShares MSCI Belgium Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 5th, 2026:23.31% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0245 | 8.14 | |
| 0.8526 | 236.04 | |
| 0.1160 | 27.08 | |
| 0.2712 | 5.88 | |
| 0.8511 | 14.54 | |
| 0.0000 | 0.00 |
Estimation Period:
Apr 17, 1996 to Feb 27, 2026
Apr 17, 1996 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
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