iShares MSCI Belgium Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:13.32% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9551 | 6.27 | |
| 0.0985 | 8.02 | |
| 0.8530 | 56.41 | |
| -0.0094 | -0.21 | |
| -0.0625 | -0.90 | |
| 0.2108 | 4.11 | |
| -0.2767 | -5.97 | |
| 0.1793 | 3.71 | |
| 0.0038 | 0.07 | |
| -0.0803 | -1.54 | |
| 0.0422 | 1.14 |
Estimation Period:
Apr 17, 1996 to Dec 12, 2025
Apr 17, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Belgium Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs