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V-Lab

iShares MSCI Belgium Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.09% (-0.28%)
Analysis last updated: Friday, February 6, 2026 at 11:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Belgium Capped ETF SGARCH
paramt-stat
ω0.95796.30
α0.09827.98
β0.853155.46
γ1-0.0080-0.18
γ2-0.0645-0.94
γ30.21224.18
γ4-0.2810-6.19
γ50.18954.01
γ6-0.0123-0.23
γ7-0.0552-0.97
γ8-0.0214-0.32
Estimation Period:
Apr 17, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts