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V-Lab
V-Lab
iShares MSCI Netherlands ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:17.57% (+2.29%)
Analysis last updated: Saturday, December 13, 2025 at 12:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Netherlands ETF MF2-GARCH
paramt-stat
m81
α0.00140.67
β0.8748324.23
γ0.136336.83
λ10.10852.73
λ20.35663.34
λ30.58914.64
Estimation Period:
Apr 2, 1996 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts