iShares MSCI Netherlands ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:16.87% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0024 | 0.84 | |
| 0.0856 | 38.83 | |
| 0.8955 | 428.06 | |
| 0.7257 | 25.36 |
Estimation Period:
Apr 2, 1996 to Dec 5, 2025
Apr 2, 1996 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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