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V-Lab

iShares MSCI Netherlands ETF MEM Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

23.42%

decreased by 1.09%

1 Week

23.55%

decreased by 0.96%

1 Month

24.02%

decreased by 0.49%

Analysis last updated: Friday, August 7, 2026 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Netherlands ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 5, 1996 to Aug 7, 2026

Model Insight

With persistence 0.994, volatility shocks have a half-life of 125 trading days (~0.5 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0238
10.60***
α

ARCH

Response to squared shocks

0.1415
44.58***
β

GARCH

Volatility persistence

0.8530
281.15***

Persistence:

0.994

Half-life:

125 days