V-Lab
iShares MSCI Belgium Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, November 25th, 2024:15.35% (+0.03%)
Analysis last updated: Friday, November 22, 2024 at 11:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9590 | 6.01 | |
| 0.0987 | 8.09 | |
| 0.8563 | 58.78 | |
| 0.0017 | 0.03 | |
| -0.0927 | -1.19 | |
| 0.2466 | 4.25 | |
| -0.2871 | -5.01 | |
| 0.1464 | 2.41 | |
| 0.0433 | 0.69 | |
| -0.0840 | -1.48 | |
| 0.0258 | 0.69 |
Estimation Period:
Apr 17, 1996 to Nov 22, 2024
Apr 17, 1996 to Nov 22, 2024
News Impact Curve
Volatility Forecasts
Other iShares MSCI Belgium Capped ETF Analyses