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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Apr 10, 1996 to Aug 7, 2026Model 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
| Parameter | Value | t-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
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