iShares MSCI Belgium Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:15.74% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9565 | 6.28 | |
| 0.0990 | 8.03 | |
| 0.8523 | 56.19 | |
| -0.0078 | -0.17 | |
| -0.0661 | -0.95 | |
| 0.2148 | 4.16 | |
| -0.2789 | -5.93 | |
| 0.1779 | 3.61 | |
| 0.0058 | 0.11 | |
| -0.0781 | -1.47 | |
| 0.0378 | 1.00 |
Estimation Period:
Apr 17, 1996 to Nov 7, 2025
Apr 17, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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