V-Lab
iShares MSCI Belgium Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, March 6th, 2025:19.43% (+2.04%)
Analysis last updated: Wednesday, March 5, 2025 at 10:42 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2085 | 7.31 | |
| 0.0782 | 39.02 | |
| 0.9894 | 684.70 | |
| 7 | 8.60 |
Estimation Period:
Apr 17, 1996 to Feb 28, 2025
Apr 17, 1996 to Feb 28, 2025
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