iShares MSCI Netherlands ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:17.50% (+1.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6897 | 6.71 | |
| 0.0823 | 36.47 | |
| 0.9913 | 778.72 | |
| 7.6869 | 7.02 |
Estimation Period:
Apr 2, 1996 to Dec 12, 2025
Apr 2, 1996 to Dec 12, 2025
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