iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
17.65%
decreased by 0.54%
1 Week
17.85%
decreased by 0.34%
1 Month
18.54%
increased by 0.35%
Analysis last updated: Tuesday, July 7, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 19.14 | |
| 0.0361 | 13.68 | |
| 0.9040 | 393.92 | |
| 0.0913 | 15.97 |
Estimation Period:
Apr 17, 1996 to Jul 2, 2026
Apr 17, 1996 to Jul 2, 2026
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