iShares MSCI Belgium Capped ETF EGARCH Volatility Analysis
Volatility prediction for Friday, June 12th, 2026
1 Day
17.18%
increased by 0.98%
1 Week
17.45%
increased by 1.25%
1 Month
18.46%
increased by 2.26%
Analysis last updated: Friday, June 12, 2026 at 02:39 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 8.28 | |
| 0.1641 | 35.99 | |
| 0.9784 | 897.63 | |
| -0.0773 | -16.51 |
Estimation Period:
Apr 17, 1996 to Jun 5, 2026
Apr 17, 1996 to Jun 5, 2026
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