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 Friday, June 20th, 2025:16.49% (-0.73%)

Analysis last updated: Wednesday, June 18, 2025 at 10:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9606	6.25
$α$	0.0997	8.02
$β$	0.8517	56.11
$γ_{1}$	-0.0005	-0.01
$γ_{2}$	-0.0827	-1.14
$γ_{3}$	0.2322	4.34
$γ_{4}$	-0.2869	-5.67
$γ_{5}$	0.1702	3.16
$γ_{6}$	0.0148	0.26
$γ_{7}$	-0.0691	-1.24
$γ_{8}$	0.0197	0.50

Estimation Period:
Apr 17, 1996 to Jun 18, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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