iShares MSCI Sweden Capped ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:17.00% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0067 | 2.01 | |
| 0.0765 | 38.08 | |
| 0.9090 | 451.32 | |
| 0.7595 | 23.15 |
Estimation Period:
Apr 9, 1996 to Nov 7, 2025
Apr 9, 1996 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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