iShares MSCI Netherlands ETF MF2-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
22.38%
decreased by 0.68%
1 Week
22.73%
decreased by 0.33%
1 Month
23.83%
increased by 0.77%
Analysis last updated: Friday, May 22, 2026 at 10:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 81 | ||
| 0.0008 | 0.42 | |
| 0.8767 | 333.98 | |
| 0.1359 | 37.92 | |
| 0.1124 | 2.64 | |
| 0.3652 | 3.17 | |
| 0.5807 | 4.26 |
Estimation Period:
Apr 2, 1996 to May 22, 2026
Apr 2, 1996 to May 22, 2026
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