V-Lab
V-Lab
iShares MSCI Belgium Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:15.03% (-0.44%)
Analysis last updated: Friday, June 27, 2025 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Belgium Capped ETF GJR-GARCH
paramt-stat
ω0.033018.92
α0.037013.66
β0.9021381.14
γ0.092415.83
Estimation Period:
Apr 17, 1996 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts