V-Lab
V-Lab
iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:14.61% (-0.14%)
Analysis last updated: Saturday, May 31, 2025 at 03:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Belgium Capped ETF GJR-GARCH
paramt-stat
ω0.033118.94
α0.037013.65
β0.9021380.78
γ0.092615.85
Estimation Period:
Apr 17, 1996 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts