iShares MSCI Europe Small-Cap ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.58% (+1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 6.84 | |
| 0.2077 | 25.70 | |
| 0.9688 | 590.70 | |
| -0.0998 | -14.57 |
Estimation Period:
Dec 27, 2007 to Feb 6, 2026
Dec 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Europe Small-Cap ETF Analyses
Other EGARCH Analyses on ETFs