V-Lab
V-Lab
iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 31st, 2025:18.56% (-0.65%)
Analysis last updated: Friday, March 28, 2025 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Belgium Capped ETF GJR-GARCH
paramt-stat
ω0.032819.02
α0.038214.04
β0.9017382.41
γ0.091315.56
Estimation Period:
Apr 17, 1996 to Mar 28, 2025
Impact of return on volatility tomorrow
Volatility Forecasts