iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
23.06%
decreased by 0.98%
1 Week
23.11%
decreased by 0.93%
1 Month
23.31%
decreased by 0.73%
Analysis last updated: Friday, May 22, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0333 | 16.11 | |
| 0.0259 | 10.64 | |
| 0.9058 | 461.22 | |
| 0.1098 | 19.74 |
Estimation Period:
Apr 2, 1996 to May 22, 2026
Apr 2, 1996 to May 22, 2026
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