iShares MSCI Europe Small-Cap ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.59% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0319 | 6.19 | |
| 0.0922 | 30.58 | |
| 0.9856 | 423.55 | |
| 7.0171 | 5.52 |
Estimation Period:
Dec 27, 2007 to Feb 13, 2026
Dec 27, 2007 to Feb 13, 2026
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