V-Lab
iShares MSCI Switzerland Capped ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:16.32% (+0.39%)
Analysis last updated: Thursday, April 25, 2024 at 10:01 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 5.75 | |
| 0.1505 | 40.42 | |
| 0.9837 | 962.53 | |
| -0.0836 | -23.99 |
Estimation Period:
Apr 2, 1996 to Apr 19, 2024
Apr 2, 1996 to Apr 19, 2024
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