iShares MSCI Belgium Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.09% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9579 | 6.30 | |
| 0.0982 | 7.98 | |
| 0.8531 | 55.46 | |
| -0.0080 | -0.18 | |
| -0.0645 | -0.94 | |
| 0.2122 | 4.18 | |
| -0.2810 | -6.19 | |
| 0.1895 | 4.01 | |
| -0.0123 | -0.23 | |
| -0.0552 | -0.97 | |
| -0.0214 | -0.32 |
Estimation Period:
Apr 17, 1996 to Feb 6, 2026
Apr 17, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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