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

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V-Lab

iShares MSCI Belgium Capped ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 17th, 2025:13.46% (-0.51%)

Analysis last updated: Friday, November 14, 2025 at 11:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9602	6.31
$α$	0.0986	7.99
$β$	0.8524	55.66
$γ_{1}$	-0.0036	-0.08
$γ_{2}$	-0.0741	-1.06
$γ_{3}$	0.2222	4.32
$γ_{4}$	-0.2860	-6.10
$γ_{5}$	0.1850	3.74
$γ_{6}$	-0.0032	-0.06
$γ_{7}$	-0.0622	-1.07
$γ_{8}$	0.0008	0.01

Estimation Period:
Apr 17, 1996 to Nov 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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