iShares MSCI Switzerland Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.43% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3406 | 6.91 | |
| 0.0921 | 8.34 | |
| 0.8735 | 67.63 | |
| -0.0244 | -1.64 | |
| 0.0515 | 2.34 | |
| -0.0575 | -3.70 | |
| 0.0633 | 4.17 | |
| -0.0457 | -3.91 |
Estimation Period:
Apr 2, 1996 to Feb 6, 2026
Apr 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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