iShares MSCI Europe Small-Cap ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.78% (+0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2649 | 7.53 | |
| 0.1219 | 6.56 | |
| 0.8385 | 46.19 | |
| -0.0198 | -1.40 | |
| 0.0484 | 2.24 | |
| -0.0398 | -3.36 |
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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