iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:22.03% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0669 | 6.03 | |
| 0.0972 | 8.78 | |
| 0.8739 | 74.75 | |
| -0.0296 | -1.68 | |
| 0.0617 | 2.40 | |
| -0.0710 | -4.03 | |
| 0.0784 | 4.20 | |
| -0.0558 | -4.02 |
Estimation Period:
Apr 2, 1996 to Feb 13, 2026
Apr 2, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Netherlands ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs