iShares MSCI Netherlands ETF GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
30.42%
decreased by 1.94%
1 Week
30.36%
decreased by 2.00%
1 Month
30.12%
decreased by 2.24%
Analysis last updated: Friday, June 12, 2026 at 11:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7556 | 6.66 | |
| 0.0814 | 36.92 | |
| 0.9916 | 804.24 | |
| 7.6701 | 7.16 |
Estimation Period:
Apr 2, 1996 to Jun 12, 2026
Apr 2, 1996 to Jun 12, 2026
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