iShares MSCI Netherlands ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.26% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 9.39 | |
| 0.1470 | 35.38 | |
| 0.9790 | 974.09 | |
| -0.0876 | -26.80 |
Estimation Period:
Apr 2, 1996 to Feb 6, 2026
Apr 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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