Skip to main content
V-Lab

Ishares Glbl Monthly DIV IDX Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:13.00% (-0.09%)
Analysis last updated: Tuesday, February 10, 2026 at 02:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ishares Glbl Monthly DIV IDX S0GARCH
paramt-stat
ω1.20164.89
α0.16197.15
β0.754225.10
γ1-1.0234-4.17
γ21.55344.35
γ3-0.8549-3.99
γ40.73153.77
γ5-0.8641-3.85
γ60.92483.73
γ7-0.6285-2.65
γ80.09270.43
γ90.04960.24
γ100.07020.46
Estimation Period:
Jan 15, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts