iShares MSCI Netherlands ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:20.20% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.6959 | 6.68 | |
| 0.0817 | 36.53 | |
| 0.9913 | 776.91 | |
| 7.6258 | 7.07 |
Estimation Period:
Apr 2, 1996 to Jan 23, 2026
Apr 2, 1996 to Jan 23, 2026
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