iShares MSCI Netherlands ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:23.21% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0479 | 6.13 | |
| 0.0979 | 8.66 | |
| 0.8711 | 72.93 | |
| -0.0311 | -1.81 | |
| 0.0652 | 2.60 | |
| -0.0778 | -4.34 | |
| 0.0942 | 4.31 | |
| -0.0955 | -3.19 |
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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