V-Lab
V-Lab
iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, July 7th, 2025:13.62% (-0.18%)
Analysis last updated: Thursday, July 3, 2025 at 10:41 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Belgium Capped ETF GJR-GARCH
paramt-stat
ω0.032918.91
α0.037213.70
β0.9021381.11
γ0.092315.81
Estimation Period:
Apr 17, 1996 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts