iShares MSCI Belgium Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:12.90% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9571 | 6.26 | |
| 0.0985 | 8.04 | |
| 0.8536 | 56.65 | |
| -0.0110 | -0.25 | |
| -0.0590 | -0.85 | |
| 0.2072 | 4.03 | |
| -0.2745 | -5.95 | |
| 0.1794 | 3.74 | |
| 0.0036 | 0.07 | |
| -0.0837 | -1.61 | |
| 0.0475 | 1.29 |
Estimation Period:
Apr 17, 1996 to Jan 9, 2026
Apr 17, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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