V-Lab
V-Lab
iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 21st, 2025:28.91% (-1.29%)
Analysis last updated: Thursday, April 17, 2025 at 10:16 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Belgium Capped ETF GJR-GARCH
paramt-stat
ω0.032118.67
α0.036713.59
β0.9038383.31
γ0.091115.76
Estimation Period:
Apr 17, 1996 to Apr 17, 2025
Impact of return on volatility tomorrow
Volatility Forecasts