V-Lab
V-Lab
iShares MSCI Belgium Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:15.21% (+0.10%)
Analysis last updated: Saturday, May 31, 2025 at 03:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Belgium Capped ETF MF2-GARCH
paramt-stat
m81
α0.02508.03
β0.8508230.58
γ0.116926.77
λ10.27955.82
λ20.852214.21
λ30.00000.00
Estimation Period:
Apr 17, 1996 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts