iShares MSCI Belgium Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.76% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9589 | 6.30 | |
| 0.0991 | 8.03 | |
| 0.8520 | 56.12 | |
| -0.0066 | -0.15 | |
| -0.0682 | -0.98 | |
| 0.2162 | 4.19 | |
| -0.2795 | -5.92 | |
| 0.1776 | 3.58 | |
| 0.0057 | 0.11 | |
| -0.0763 | -1.44 | |
| 0.0355 | 0.94 |
Estimation Period:
Apr 17, 1996 to Oct 31, 2025
Apr 17, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Belgium Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs