iShares MSCI Netherlands ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
28.76%
decreased by 1.82%
1 Week
28.72%
decreased by 1.86%
1 Month
28.57%
decreased by 2.01%
Analysis last updated: Friday, May 22, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7411 | 6.71 | |
| 0.0815 | 36.73 | |
| 0.9916 | 801.59 | |
| 7.7071 | 7.09 |
Estimation Period:
Apr 2, 1996 to May 22, 2026
Apr 2, 1996 to May 22, 2026
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