V-Lab
V-Lab
iShares MSCI Belgium Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:16.87% (-0.49%)
Analysis last updated: Friday, June 27, 2025 at 10:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of iShares MSCI Belgium Capped ETF MF2-GARCH
paramt-stat
m81
α0.02508.11
β0.8518232.85
γ0.116226.79
λ10.27955.84
λ20.850914.15
λ30.00000.00
Estimation Period:
Apr 17, 1996 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts