iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:21.28% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0600 | 6.01 | |
| 0.0984 | 8.79 | |
| 0.8721 | 73.70 | |
| -0.0314 | -1.76 | |
| 0.0655 | 2.52 | |
| -0.0755 | -4.19 | |
| 0.0818 | 4.30 | |
| -0.0569 | -4.06 |
Estimation Period:
Apr 2, 1996 to Nov 21, 2025
Apr 2, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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