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V-Lab
V-Lab
iShares MSCI Netherlands ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:20.36% (-0.80%)
Analysis last updated: Monday, October 13, 2025 at 09:41 PM UTC
Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of iShares MSCI Netherlands ETF MF2-GARCH
paramt-stat
m81
α0.00150.74
β0.8749324.39
γ0.136536.81
λ10.10922.74
λ20.35523.34
λ30.59074.67
Estimation Period:
Apr 2, 1996 to Oct 10, 2025
Impact of return on volatility tomorrow
Volatility Forecasts