V-Lab: iShares MSCI Belgium Capped ETF Zero Slope Spline-GARCH Volatility Analysis

V-Lab

iShares MSCI Belgium Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:15.44% (-0.36%)

Analysis last updated: Saturday, May 31, 2025 at 03:15 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9581	6.23
$α$	0.0998	8.02
$β$	0.8514	56.01
$γ_{1}$	-0.0003	-0.01
$γ_{2}$	-0.0837	-1.15
$γ_{3}$	0.2337	4.36
$γ_{4}$	-0.2877	-5.66
$γ_{5}$	0.1696	3.13
$γ_{6}$	0.0158	0.27
$γ_{7}$	-0.0688	-1.22
$γ_{8}$	0.0186	0.47

Estimation Period:
Apr 17, 1996 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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