iShares MSCI Netherlands ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, November 14th, 2025:15.52% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6956 | 6.69 | |
| 0.0824 | 36.59 | |
| 0.9914 | 778.75 | |
| 7.6679 | 7.05 |
Estimation Period:
Apr 2, 1996 to Nov 7, 2025
Apr 2, 1996 to Nov 7, 2025
Other iShares MSCI Netherlands ETF Analyses
Other GAS-GARCH Student T Analyses on ETFs