iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 29th, 2026
1 Day
22.20%
increased by 1.16%
1 Week
22.27%
increased by 1.23%
1 Month
22.55%
increased by 1.51%
Analysis last updated: Tuesday, April 28, 2026 at 09:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 16.08 | |
| 0.0251 | 10.30 | |
| 0.9059 | 459.85 | |
| 0.1106 | 19.85 |
Estimation Period:
Apr 2, 1996 to Apr 24, 2026
Apr 2, 1996 to Apr 24, 2026
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