V-Lab
iShares MSCI Switzerland Capped ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:15.64% (-0.67%)
Analysis last updated: Friday, April 26, 2024 at 10:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0106 | 5.74 | |
| 0.1505 | 40.39 | |
| 0.9837 | 964.44 | |
| -0.0835 | -23.97 |
Estimation Period:
Apr 2, 1996 to Apr 26, 2024
Apr 2, 1996 to Apr 26, 2024
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