V-Lab
V-Lab
iShares MSCI Netherlands ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, July 18th, 2025:17.99% (-0.48%)
Analysis last updated: Thursday, July 17, 2025 at 09:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Netherlands ETF MF2-GARCH
paramt-stat
m81
α0.00180.85
β0.8745322.11
γ0.136736.54
λ10.10822.79
λ20.35283.43
λ30.59364.85
Estimation Period:
Apr 2, 1996 to Jul 11, 2025
Impact of return on volatility tomorrow
Volatility Forecasts