iShares MSCI Netherlands ETF GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:17.22% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 19.79 | |
| 0.0938 | 38.37 | |
| 0.8949 | 385.21 |
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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