iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
27.36%
decreased by 1.03%
1 Week
27.30%
decreased by 1.09%
1 Month
27.09%
decreased by 1.30%
Analysis last updated: Tuesday, June 9, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 16.08 | |
| 0.0259 | 10.68 | |
| 0.9063 | 462.61 | |
| 0.1092 | 19.70 |
Estimation Period:
Apr 2, 1996 to Jun 5, 2026
Apr 2, 1996 to Jun 5, 2026
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