iShares MSCI Netherlands ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 8th, 2025:16.50% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0355 | 6.12 | |
| 0.0989 | 8.59 | |
| 0.8690 | 71.53 | |
| -0.0336 | -1.95 | |
| 0.0708 | 2.80 | |
| -0.0846 | -4.65 | |
| 0.1019 | 4.61 | |
| -0.1056 | -3.62 |
Estimation Period:
Apr 2, 1996 to Dec 5, 2025
Apr 2, 1996 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Netherlands ETF Analyses
Other Spline-GARCH Analyses on ETFs