V-Lab
V-Lab
iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, September 16th, 2025:15.97% (+0.36%)
Analysis last updated: Monday, September 15, 2025 at 09:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Netherlands ETF GJR-GARCH
paramt-stat
ω0.033716.04
α0.027010.64
β0.9041449.59
γ0.110519.34
Estimation Period:
Apr 2, 1996 to Sep 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts