iShares MSCI Sweden Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:20.47% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2017 | 6.76 | |
| 0.0737 | 41.45 | |
| 0.9940 | 1,132.16 | |
| 8.8225 | 6.07 |
Estimation Period:
Apr 9, 1996 to Jan 23, 2026
Apr 9, 1996 to Jan 23, 2026
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