iShares MSCI Netherlands ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.46% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6999 | 6.68 | |
| 0.0825 | 36.57 | |
| 0.9913 | 778.14 | |
| 7.6638 | 7.06 |
Estimation Period:
Apr 2, 1996 to Oct 31, 2025
Apr 2, 1996 to Oct 31, 2025
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