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V-Lab

iShares MSCI Belgium Capped ETF GARCH Volatility Analysis

Volatility prediction for Tuesday, August 11th, 2026

1 Day

14.79%

increased by 0.57%

1 Week

15.09%

increased by 0.87%

1 Month

16.16%

increased by 1.94%

Analysis last updated: Monday, August 10, 2026 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Belgium Capped ETF GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 17, 1996 to Aug 7, 2026

Model Insight

Volatility shocks decay with a half-life of 58 trading days, meaning a shock loses half its impact after approximately 58 days.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0284
19.23***
α

ARCH

Response to squared shocks

0.0901
35.53***
β

GARCH

Volatility persistence

0.8981
345.16***

Persistence:

0.988

Half-life:

58 days