iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
18.72%
decreased by 0.59%
1 Week
18.87%
decreased by 0.44%
1 Month
19.44%
increased by 0.13%
Analysis last updated: Friday, May 22, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0315 | 19.12 | |
| 0.0362 | 13.68 | |
| 0.9039 | 393.34 | |
| 0.0916 | 15.99 |
Estimation Period:
Apr 17, 1996 to May 22, 2026
Apr 17, 1996 to May 22, 2026
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