iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.68%
decreased by 1.24%
1 Week
27.62%
decreased by 1.30%
1 Month
27.39%
decreased by 1.53%
Analysis last updated: Friday, June 12, 2026 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 16.08 | |
| 0.0259 | 10.67 | |
| 0.9060 | 463.20 | |
| 0.1098 | 19.77 |
Estimation Period:
Apr 2, 1996 to Jun 12, 2026
Apr 2, 1996 to Jun 12, 2026
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