iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:20.35% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0653 | 6.04 | |
| 0.0974 | 8.78 | |
| 0.8735 | 74.46 | |
| -0.0299 | -1.69 | |
| 0.0624 | 2.42 | |
| -0.0721 | -4.07 | |
| 0.0793 | 4.23 | |
| -0.0562 | -4.03 |
Estimation Period:
Apr 2, 1996 to Jan 23, 2026
Apr 2, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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