V-Lab
V-Lab
iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:17.44% (-0.54%)
Analysis last updated: Friday, June 27, 2025 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Netherlands ETF GJR-GARCH
paramt-stat
ω0.034016.15
α0.027410.75
β0.9036447.55
γ0.110719.28
Estimation Period:
Apr 2, 1996 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts