V-Lab
V-Lab
iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:14.31% (-0.46%)

Analysis last updated: Friday, April 26, 2024 at 10:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Switzerland Capped ETF GJR-GARCH
paramt-stat
ω0.016816.60
α0.030513.58
β0.9134493.97
γ0.098420.32
Estimation Period:
Apr 2, 1996 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts