V-Lab
V-Lab
iShares MSCI Netherlands ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:15.29% (-0.46%)
Analysis last updated: Saturday, May 31, 2025 at 03:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Netherlands ETF GJR-GARCH
paramt-stat
ω0.033916.10
α0.027610.77
β0.9035446.40
γ0.110719.25
Estimation Period:
Apr 2, 1996 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts