iShares MSCI Sweden Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:19.13% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0210 | 7.79 | |
| 0.8758 | 268.15 | |
| 0.1132 | 26.22 | |
| 0.0137 | 6.51 | |
| 0.0370 | 4.86 | |
| 0.9580 | 113.83 |
Estimation Period:
Apr 9, 1996 to Feb 13, 2026
Apr 9, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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