iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
16.39%
decreased by 0.58%
1 Week
16.64%
decreased by 0.33%
1 Month
17.52%
increased by 0.55%
Analysis last updated: Saturday, June 13, 2026 at 12:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0316 | 19.14 | |
| 0.0361 | 13.64 | |
| 0.9039 | 393.50 | |
| 0.0918 | 16.02 |
Estimation Period:
Apr 17, 1996 to Jun 12, 2026
Apr 17, 1996 to Jun 12, 2026
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