iShares MSCI Netherlands ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:19.95% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7043 | 6.70 | |
| 0.0825 | 36.55 | |
| 0.9913 | 778.74 | |
| 7.6726 | 7.05 |
Estimation Period:
Apr 2, 1996 to Nov 21, 2025
Apr 2, 1996 to Nov 21, 2025
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