iShares MSCI Netherlands ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.04% (+2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7064 | 6.69 | |
| 0.0818 | 36.58 | |
| 0.9914 | 782.46 | |
| 7.6510 | 7.06 |
Estimation Period:
Apr 2, 1996 to Feb 6, 2026
Apr 2, 1996 to Feb 6, 2026
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