iShares MSCI Eurozone ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.45% (+2.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3949 | 7.83 | |
| 0.1086 | 8.26 | |
| 0.8581 | 62.45 | |
| 0.0664 | 5.06 | |
| -0.1154 | -5.39 | |
| 0.0840 | 4.44 | |
| -0.0615 | -2.66 |
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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