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 Wednesday, July 30th, 2025:16.86% (-0.78%)

Analysis last updated: Tuesday, July 29, 2025 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9580	6.23
$α$	0.0995	8.03
$β$	0.8521	56.32
$γ_{1}$	-0.0025	-0.05
$γ_{2}$	-0.0786	-1.09
$γ_{3}$	0.2283	4.30
$γ_{4}$	-0.2853	-5.72
$γ_{5}$	0.1721	3.25
$γ_{6}$	0.0132	0.23
$γ_{7}$	-0.0729	-1.32
$γ_{8}$	0.0260	0.66

Estimation Period:
Apr 17, 1996 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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