iShares MSCI Netherlands ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, March 18th, 2026:24.13% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0009 | 0.42 | |
| 0.8764 | 331.36 | |
| 0.1354 | 37.33 | |
| 0.1115 | 2.64 | |
| 0.3613 | 3.18 | |
| 0.5836 | 4.32 |
Estimation Period:
Apr 2, 1996 to Mar 13, 2026
Apr 2, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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