iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
32.74%
increased by 1.80%
1 Week
32.56%
increased by 1.62%
1 Month
31.92%
increased by 0.98%
Analysis last updated: Tuesday, July 7, 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 | |
|---|---|---|
| 0.0330 | 16.04 | |
| 0.0260 | 10.74 | |
| 0.9063 | 465.26 | |
| 0.1093 | 19.74 |
Estimation Period:
Apr 2, 1996 to Jul 2, 2026
Apr 2, 1996 to Jul 2, 2026
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