V-Lab: iShares MSCI Belgium Capped ETF Spline-GARCH Volatility Analysis

V-Lab

iShares MSCI Belgium Capped ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:16.99% (-0.71%)

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
$ω$	0.9604	6.22
$α$	0.1000	8.10
$β$	0.8515	56.48
$γ_{1}$	0.0010	0.02
$γ_{2}$	-0.0864	-1.19
$γ_{3}$	0.2370	4.42
$γ_{4}$	-0.2913	-5.73
$γ_{5}$	0.1718	3.15
$γ_{6}$	0.0184	0.31
$γ_{7}$	-0.0805	-1.25
$γ_{8}$	0.0485	0.48

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

Other iShares MSCI Belgium Capped ETF Analyses
GARCH
GJR-GARCH
EGARCH
APARCH
AGARCH
Zero Slope Spline-GARCH
MEM
Asy. MEM
GAS-GARCH Student T
MF2-GARCH