iShares MSCI Switzerland Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:12.53% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0275 | 7.32 | |
| 0.8740 | 245.93 | |
| 0.1140 | 22.63 | |
| 0.0021 | 7.72 | |
| 0.0137 | 7.52 | |
| 0.9847 | 490.89 |
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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