iShares MSCI Netherlands ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:17.57% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0010 | 0.46 | |
| 0.8764 | 330.23 | |
| 0.1353 | 37.20 | |
| 0.1115 | 2.65 | |
| 0.3615 | 3.19 | |
| 0.5832 | 4.33 |
Estimation Period:
Apr 2, 1996 to Jan 23, 2026
Apr 2, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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