V-Lab
iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:19.52% (-0.75%)
Analysis last updated: Monday, November 4, 2024 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0091 | 5.86 | |
| 0.0960 | 8.52 | |
| 0.8735 | 72.38 | |
| -0.0419 | -2.21 | |
| 0.0877 | 3.18 | |
| -0.1001 | -5.08 | |
| 0.1042 | 5.00 | |
| -0.0693 | -4.51 |
Estimation Period:
Apr 2, 1996 to Nov 1, 2024
Apr 2, 1996 to Nov 1, 2024
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