iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:17.44% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0569 | 6.00 | |
| 0.0986 | 8.79 | |
| 0.8719 | 73.55 | |
| -0.0320 | -1.79 | |
| 0.0668 | 2.56 | |
| -0.0767 | -4.24 | |
| 0.0828 | 4.33 | |
| -0.0573 | -4.05 |
Estimation Period:
Apr 2, 1996 to Oct 31, 2025
Apr 2, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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