iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 11th, 2026
1 Day
24.95%
decreased by 0.56%
1 Week
24.95%
decreased by 0.56%
1 Month
24.96%
decreased by 0.55%
Analysis last updated: Friday, May 8, 2026 at 10:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 16.12 | |
| 0.0260 | 10.60 | |
| 0.9057 | 460.24 | |
| 0.1098 | 19.70 |
Estimation Period:
Apr 2, 1996 to May 8, 2026
Apr 2, 1996 to May 8, 2026
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