iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, March 31st, 2026
1 Day
26.12%
decreased by 1.19%
1 Week
26.05%
decreased by 1.26%
1 Month
25.82%
decreased by 1.49%
Analysis last updated: Monday, March 30, 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 | |
|---|---|---|
| 0.0318 | 19.20 | |
| 0.0364 | 13.66 | |
| 0.9031 | 390.97 | |
| 0.0926 | 16.07 |
Estimation Period:
Apr 17, 1996 to Mar 27, 2026
Apr 17, 1996 to Mar 27, 2026
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