iShares MSCI Europe Small-Cap ETF GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.05% (+0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0399 | 20.47 | |
| 0.1159 | 27.55 | |
| 0.8654 | 213.88 |
Estimation Period:
Dec 27, 2007 to Feb 6, 2026
Dec 27, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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