iShares MSCI Netherlands ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:21.33% (+1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7165 | 6.67 | |
| 0.0826 | 36.62 | |
| 0.9914 | 778.15 | |
| 7.6531 | 7.09 |
Estimation Period:
Apr 2, 1996 to Oct 10, 2025
Apr 2, 1996 to Oct 10, 2025
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