V-Lab
V-Lab
iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:16.85% (-0.62%)
Analysis last updated: Tuesday, July 29, 2025 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of iShares MSCI Belgium Capped ETF GJR-GARCH
paramt-stat
ω0.032818.90
α0.037213.74
β0.9021381.62
γ0.092215.80
Estimation Period:
Apr 17, 1996 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts