iShares MSCI Belgium Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.18% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9576 | 6.31 | |
| 0.0982 | 7.97 | |
| 0.8532 | 55.42 | |
| -0.0085 | -0.20 | |
| -0.0633 | -0.93 | |
| 0.2109 | 4.17 | |
| -0.2803 | -6.21 | |
| 0.1901 | 4.05 | |
| -0.0134 | -0.26 | |
| -0.0546 | -0.96 | |
| -0.0235 | -0.35 |
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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