iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 12th, 2026
1 Day
24.18%
decreased by 1.04%
1 Week
24.17%
decreased by 1.05%
1 Month
24.14%
decreased by 1.08%
Analysis last updated: Tuesday, May 12, 2026 at 06:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 19.11 | |
| 0.0364 | 13.76 | |
| 0.9039 | 393.86 | |
| 0.0915 | 15.97 |
Estimation Period:
Apr 17, 1996 to May 8, 2026
Apr 17, 1996 to May 8, 2026
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