iShares MSCI Austria ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.23% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0274 | 9.48 | |
| 0.1552 | 26.77 | |
| 0.9737 | 732.67 | |
| -0.0753 | -14.24 |
Estimation Period:
Apr 3, 1996 to Feb 6, 2026
Apr 3, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Austria ETF Analyses
Other EGARCH Analyses on ETFs