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, August 29th, 2025:14.13% (-0.43%)

Analysis last updated: Thursday, August 28, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9578	6.25
$α$	0.0993	8.03
$β$	0.8521	56.30
$γ_{1}$	-0.0043	-0.09
$γ_{2}$	-0.0745	-1.04
$γ_{3}$	0.2240	4.25
$γ_{4}$	-0.2834	-5.79
$γ_{5}$	0.1743	3.36
$γ_{6}$	0.0101	0.18
$γ_{7}$	-0.0729	-1.33
$γ_{8}$	0.0278	0.72

Estimation Period:
Apr 17, 1996 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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