V-Lab
iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:17.96% (-0.61%)
Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0116 | 5.88 | |
| 0.0958 | 8.51 | |
| 0.8737 | 72.43 | |
| -0.0413 | -2.19 | |
| 0.0867 | 3.16 | |
| -0.0992 | -5.05 | |
| 0.1036 | 4.99 | |
| -0.0691 | -4.50 |
Estimation Period:
Apr 2, 1996 to Nov 15, 2024
Apr 2, 1996 to Nov 15, 2024
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