iShares MSCI Eurozone ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.34% (+2.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3855 | 7.63 | |
| 0.1083 | 8.34 | |
| 0.8599 | 63.22 | |
| 0.0626 | 4.76 | |
| -0.1072 | -5.08 | |
| 0.0711 | 4.25 | |
| -0.0323 | -2.86 |
Estimation Period:
Jul 31, 2000 to Feb 6, 2026
Jul 31, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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