iShares MSCI Netherlands ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:17.68% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 9.35 | |
| 0.1470 | 35.28 | |
| 0.9789 | 972.14 | |
| -0.0878 | -26.82 |
Estimation Period:
Apr 2, 1996 to Jan 16, 2026
Apr 2, 1996 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
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