V-Lab
V-Lab
iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 20th, 2025:17.85% (-0.51%)
Analysis last updated: Tuesday, May 20, 2025 at 02:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Netherlands ETF GJR-GARCH
paramt-stat
ω0.033315.95
α0.027310.78
β0.9048447.70
γ0.109119.11
Estimation Period:
Apr 2, 1996 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts