iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:18.35% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0634 | 6.01 | |
| 0.0982 | 8.80 | |
| 0.8726 | 74.10 | |
| -0.0308 | -1.73 | |
| 0.0643 | 2.47 | |
| -0.0739 | -4.12 | |
| 0.0802 | 4.23 | |
| -0.0557 | -3.98 |
Estimation Period:
Apr 2, 1996 to Dec 12, 2025
Apr 2, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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