V-Lab
V-Lab
iShares MSCI Netherlands ETF GARCH Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:15.22% (-0.60%)
Analysis last updated: Thursday, July 17, 2025 at 09:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Netherlands ETF GARCH
paramt-stat
ω0.031119.63
α0.095138.45
β0.8936380.91
Estimation Period:
Apr 2, 1996 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts