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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 17, 1996 to Aug 7, 2026Model 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
| Parameter | Value | t-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
Other iShares MSCI Belgium Capped ETF Analyses
Other GARCH Analyses on ETFs