V-Lab
iShares MSCI Netherlands ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 16th, 2025:18.22% (+3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0202 | 6.01 | |
| 0.1003 | 8.61 | |
| 0.8674 | 70.33 | |
| -0.0377 | -2.11 | |
| 0.0790 | 3.02 | |
| -0.0926 | -4.82 | |
| 0.1050 | 4.52 | |
| -0.0915 | -2.89 |
Estimation Period:
Apr 2, 1996 to Jun 13, 2025
Apr 2, 1996 to Jun 13, 2025
News Impact Curve
Volatility Forecasts
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