iShares MSCI Switzerland Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:13.99% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3487 | 6.97 | |
| 0.0922 | 8.35 | |
| 0.8734 | 67.56 | |
| -0.0238 | -1.61 | |
| 0.0505 | 2.31 | |
| -0.0567 | -3.67 | |
| 0.0624 | 4.13 | |
| -0.0450 | -3.85 |
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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