iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
15.73%
increased by 0.20%
1 Week
16.00%
increased by 0.47%
1 Month
16.98%
increased by 1.45%
Analysis last updated: Tuesday, June 9, 2026 at 09:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 19.19 | |
| 0.0364 | 13.71 | |
| 0.9033 | 392.23 | |
| 0.0921 | 16.02 |
Estimation Period:
Apr 17, 1996 to Jun 5, 2026
Apr 17, 1996 to Jun 5, 2026
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