iShares MSCI Netherlands ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:18.66% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0010 | 0.47 | |
| 0.8763 | 329.81 | |
| 0.1355 | 37.16 | |
| 0.1118 | 2.65 | |
| 0.3629 | 3.18 | |
| 0.5817 | 4.29 |
Estimation Period:
Apr 2, 1996 to Jan 9, 2026
Apr 2, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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