V-Lab
iShares MSCI Sweden Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:18.39% (-0.79%)
Analysis last updated: Tuesday, November 5, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0064 | 1.93 | |
| 0.0734 | 36.34 | |
| 0.9127 | 451.18 | |
| 0.7573 | 21.89 |
Estimation Period:
Apr 9, 1996 to Nov 1, 2024
Apr 9, 1996 to Nov 1, 2024
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