V-Lab
V-Lab
iShares MSCI Netherlands ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:17.62% (-0.26%)
Analysis last updated: Tuesday, July 29, 2025 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Netherlands ETF MF2-GARCH
paramt-stat
m81
α0.00190.88
β0.8748323.03
γ0.136436.54
λ10.10772.80
λ20.35133.44
λ30.59514.90
Estimation Period:
Apr 2, 1996 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts