V-Lab
iShares MSCI Sweden Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:18.81% (+1.56%)
Analysis last updated: Tuesday, April 23, 2024 at 10:02 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3512 | 7.55 | |
| 0.0833 | 8.83 | |
| 0.9050 | 92.98 | |
| 0.0011 | 3.59 |
Estimation Period:
Apr 9, 1996 to Apr 19, 2024
Apr 9, 1996 to Apr 19, 2024
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