iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 19th, 2026:25.00% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0701 | 6.04 | |
| 0.0973 | 8.81 | |
| 0.8740 | 74.91 | |
| -0.0289 | -1.65 | |
| 0.0604 | 2.35 | |
| -0.0698 | -3.98 | |
| 0.0774 | 4.17 | |
| -0.0554 | -4.02 |
Estimation Period:
Apr 2, 1996 to Mar 13, 2026
Apr 2, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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