V-Lab
iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:22.79% (+2.84%)
Analysis last updated: Wednesday, March 5, 2025 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0251 | 5.90 | |
| 0.0950 | 8.53 | |
| 0.8753 | 73.59 | |
| -0.0385 | -2.07 | |
| 0.0807 | 2.97 | |
| -0.0923 | -4.78 | |
| 0.0966 | 4.73 | |
| -0.0645 | -4.30 |
Estimation Period:
Apr 2, 1996 to Feb 28, 2025
Apr 2, 1996 to Feb 28, 2025
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