V-Lab
iShares MSCI Belgium Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:15.13% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9591 | 6.25 | |
| 0.0996 | 8.02 | |
| 0.8518 | 56.13 | |
| -0.0015 | -0.03 | |
| -0.0809 | -1.12 | |
| 0.2308 | 4.33 | |
| -0.2865 | -5.69 | |
| 0.1710 | 3.20 | |
| 0.0140 | 0.24 | |
| -0.0699 | -1.25 | |
| 0.0213 | 0.54 |
Estimation Period:
Apr 17, 1996 to Jun 27, 2025
Apr 17, 1996 to Jun 27, 2025
News Impact Curve
Volatility Forecasts
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