iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:18.30% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0619 | 6.01 | |
| 0.0982 | 8.80 | |
| 0.8726 | 74.07 | |
| -0.0311 | -1.75 | |
| 0.0649 | 2.50 | |
| -0.0745 | -4.14 | |
| 0.0807 | 4.25 | |
| -0.0561 | -4.00 |
Estimation Period:
Apr 2, 1996 to Dec 5, 2025
Apr 2, 1996 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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