iShares MSCI Belgium Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:14.74% (+0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9595 | 6.29 | |
| 0.0988 | 8.03 | |
| 0.8526 | 56.35 | |
| -0.0070 | -0.16 | |
| -0.0668 | -0.96 | |
| 0.2141 | 4.15 | |
| -0.2781 | -5.94 | |
| 0.1781 | 3.63 | |
| 0.0050 | 0.09 | |
| -0.0779 | -1.48 | |
| 0.0381 | 1.02 |
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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