V-Lab
V-Lab
iShares MSCI Belgium Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:13.20% (-0.24%)
Analysis last updated: Friday, September 19, 2025 at 10:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of iShares MSCI Belgium Capped ETF MF2-GARCH
paramt-stat
m81
α0.02528.27
β0.8528235.06
γ0.114726.72
λ10.27465.90
λ20.850814.51
λ30.00000.00
Estimation Period:
Apr 17, 1996 to Sep 19, 2025
Impact of return on volatility tomorrow
Volatility Forecasts