V-Lab
iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:18.76% (-0.53%)
Analysis last updated: Monday, December 23, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0161 | 5.87 | |
| 0.0960 | 8.57 | |
| 0.8738 | 72.78 | |
| -0.0406 | -2.16 | |
| 0.0849 | 3.10 | |
| -0.0967 | -4.95 | |
| 0.1005 | 4.87 | |
| -0.0666 | -4.38 |
Estimation Period:
Apr 2, 1996 to Dec 20, 2024
Apr 2, 1996 to Dec 20, 2024
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