iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.86% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 19.07 | |
| 0.0330 | 12.46 | |
| 0.9086 | 446.06 | |
| 0.0969 | 18.19 |
Estimation Period:
Apr 2, 1996 to Feb 20, 2026
Apr 2, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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