iShares MSCI Netherlands ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.65% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0648 | 6.02 | |
| 0.0970 | 8.77 | |
| 0.8741 | 74.81 | |
| -0.0296 | -1.68 | |
| 0.0616 | 2.39 | |
| -0.0709 | -4.02 | |
| 0.0781 | 4.19 | |
| -0.0555 | -4.00 |
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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