V-Lab
V-Lab
iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:15.56% (-0.20%)
Analysis last updated: Thursday, May 22, 2025 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Belgium Capped ETF GJR-GARCH
paramt-stat
ω0.033018.90
α0.037013.63
β0.9024380.60
γ0.092215.81
Estimation Period:
Apr 17, 1996 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts