iShares MSCI Netherlands ETF EGARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
28.20%
increased by 2.79%
1 Week
28.06%
increased by 2.65%
1 Month
27.57%
increased by 2.16%
Analysis last updated: Tuesday, May 12, 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 | |
|---|---|---|
| 0.0189 | 9.38 | |
| 0.1464 | 35.56 | |
| 0.9790 | 977.06 | |
| -0.0881 | -27.16 |
Estimation Period:
Apr 2, 1996 to May 8, 2026
Apr 2, 1996 to May 8, 2026
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