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V-Lab

iShares MSCI Belgium Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 17th, 2026:17.22% (+0.11%)
Analysis last updated: Monday, March 16, 2026 at 09:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Belgium Capped ETF SGARCH
paramt-stat
ω0.95696.31
α0.09868.03
β0.852655.61
γ1-0.0099-0.23
γ2-0.0602-0.89
γ30.20774.12
γ4-0.2782-6.22
γ50.18994.10
γ6-0.0128-0.25
γ7-0.0599-1.05
γ8-0.0056-0.08
Estimation Period:
Apr 17, 1996 to Mar 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts