iShares MSCI Belgium Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:15.11% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9553 | 6.26 | |
| 0.0991 | 8.02 | |
| 0.8522 | 56.25 | |
| -0.0068 | -0.15 | |
| -0.0691 | -0.98 | |
| 0.2185 | 4.20 | |
| -0.2808 | -5.88 | |
| 0.1767 | 3.51 | |
| 0.0067 | 0.12 | |
| -0.0740 | -1.38 | |
| 0.0316 | 0.83 |
Estimation Period:
Apr 17, 1996 to Oct 10, 2025
Apr 17, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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