iShares MSCI Netherlands ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:22.34% (+1.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7036 | 6.66 | |
| 0.0819 | 36.56 | |
| 0.9913 | 776.31 | |
| 7.6152 | 7.10 |
Estimation Period:
Apr 2, 1996 to Jan 9, 2026
Apr 2, 1996 to Jan 9, 2026
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