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V-Lab

iShares MSCI Sweden Capped ETF MEM Volatility Analysis

Volatility prediction for Monday, August 10th, 2026

1 Day

17.27%

decreased by 0.87%

1 Week

17.63%

decreased by 0.51%

1 Month

18.98%

increased by 0.84%

Analysis last updated: Friday, August 7, 2026 at 10:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Sweden Capped ETF MEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Apr 10, 1996 to Aug 7, 2026

Model Insight

With persistence 0.996, volatility shocks have a half-life of 157 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

MEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0304
4.88***
α

ARCH

Response to squared shocks

0.1262
35.09***
β

GARCH

Volatility persistence

0.8693
336.82***

Persistence:

0.996

Half-life:

157 days