V-Lab
V-Lab
iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:22.69% (-0.95%)
Analysis last updated: Thursday, May 8, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Netherlands ETF GJR-GARCH
paramt-stat
ω0.032315.70
α0.027410.89
β0.9063451.59
γ0.106818.84
Estimation Period:
Apr 2, 1996 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts