iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:22.03% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0535 | 6.01 | |
| 0.0988 | 8.77 | |
| 0.8714 | 73.13 | |
| -0.0326 | -1.82 | |
| 0.0681 | 2.61 | |
| -0.0783 | -4.32 | |
| 0.0847 | 4.41 | |
| -0.0586 | -4.14 |
Estimation Period:
Apr 2, 1996 to Oct 10, 2025
Apr 2, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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