iShares MSCI Europe Small-Cap ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.32% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0151 | 5.21 | |
| 0.1156 | 30.07 | |
| 0.8553 | 254.16 | |
| 0.6300 | 24.30 |
Estimation Period:
Dec 27, 2007 to Feb 13, 2026
Dec 27, 2007 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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