V-Lab
iShares MSCI Sweden Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Friday, April 19th, 2024:20.98% (-0.59%)
Analysis last updated: Thursday, April 18, 2024 at 09:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0039 | 1.20 | |
| 0.0755 | 36.99 | |
| 0.9128 | 450.10 | |
| 0.7301 | 23.16 |
Estimation Period:
Apr 9, 1996 to Apr 12, 2024
Apr 9, 1996 to Apr 12, 2024
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