iShares Core MSCI Europe ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:15.90% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9145 | 5.55 | |
| 0.1479 | 5.76 | |
| 0.8143 | 34.60 | |
| -0.0017 | -0.79 |
Estimation Period:
Jun 12, 2014 to Feb 6, 2026
Jun 12, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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