iShares MSCI Netherlands ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:25.74% (-1.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7133 | 6.71 | |
| 0.0817 | 36.56 | |
| 0.9914 | 787.46 | |
| 7.6846 | 7.04 |
Estimation Period:
Apr 2, 1996 to Mar 13, 2026
Apr 2, 1996 to Mar 13, 2026
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