iShares MSCI Europe Small-Cap ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:17.37% (+0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2064 | 7.69 | |
| 0.1227 | 6.33 | |
| 0.8325 | 43.36 | |
| -0.0292 | -2.10 | |
| 0.0714 | 3.19 | |
| -0.0855 | -3.60 |
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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