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V-Lab
V-Lab
iShares MSCI Netherlands ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:16.38% (+1.19%)
Analysis last updated: Friday, October 31, 2025 at 10:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Netherlands ETF MF2-GARCH
paramt-stat
m81
α0.00140.69
β0.8750324.78
γ0.136336.81
λ10.10942.73
λ20.35803.32
λ30.58754.58
Estimation Period:
Apr 2, 1996 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts