V-Lab
iShares MSCI Sweden Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:17.07% (-0.58%)
Analysis last updated: Friday, April 19, 2024 at 11:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3667 | 7.08 | |
| 0.0832 | 8.81 | |
| 0.9049 | 92.87 | |
| 0.0013 | 0.99 |
Estimation Period:
Apr 9, 1996 to Apr 19, 2024
Apr 9, 1996 to Apr 19, 2024
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