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V-Lab
V-Lab
iShares MSCI Netherlands ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:22.88% (-0.98%)
Analysis last updated: Friday, November 21, 2025 at 11:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of iShares MSCI Netherlands ETF MF2-GARCH
paramt-stat
m81
α0.00140.65
β0.8750325.27
γ0.136536.88
λ10.10902.73
λ20.35653.33
λ30.58924.63
Estimation Period:
Apr 2, 1996 to Nov 21, 2025
Impact of return on volatility tomorrow
Volatility Forecasts