iShares MSCI Netherlands ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.21% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 9.36 | |
| 0.1467 | 35.39 | |
| 0.9790 | 975.10 | |
| -0.0876 | -26.79 |
Estimation Period:
Apr 2, 1996 to Feb 20, 2026
Apr 2, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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