iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:23.94% (+1.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0638 | 6.04 | |
| 0.0976 | 8.78 | |
| 0.8732 | 74.28 | |
| -0.0302 | -1.71 | |
| 0.0632 | 2.45 | |
| -0.0730 | -4.11 | |
| 0.0802 | 4.27 | |
| -0.0568 | -4.07 |
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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