iShares MSCI Belgium Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:14.09% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9564 | 6.28 | |
| 0.0983 | 8.04 | |
| 0.8537 | 56.60 | |
| -0.0125 | -0.28 | |
| -0.0555 | -0.81 | |
| 0.2031 | 3.99 | |
| -0.2722 | -6.00 | |
| 0.1808 | 3.85 | |
| 0.0007 | 0.01 | |
| -0.0834 | -1.64 | |
| 0.0492 | 1.37 |
Estimation Period:
Apr 17, 1996 to Feb 13, 2026
Apr 17, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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