iShares MSCI Netherlands ETF MF2-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
26.94%
decreased by 0.89%
1 Week
27.16%
decreased by 0.67%
1 Month
27.52%
decreased by 0.31%
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 | |
|---|---|---|
| 81 | ||
| 0.0004 | 0.19 | |
| 0.8765 | 333.67 | |
| 0.1365 | 38.09 | |
| 0.1123 | 2.64 | |
| 0.3685 | 3.17 | |
| 0.5781 | 4.21 |
Estimation Period:
Apr 2, 1996 to Jun 12, 2026
Apr 2, 1996 to Jun 12, 2026
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