iShares MSCI Netherlands ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.50% (-0.79%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0010 | 0.46 | |
| 0.8764 | 330.60 | |
| 0.1354 | 37.24 | |
| 0.1113 | 2.65 | |
| 0.3606 | 3.19 | |
| 0.5843 | 4.36 |
Estimation Period:
Apr 2, 1996 to Feb 6, 2026
Apr 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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