iShares MSCI Sweden Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:15.65% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2231 | 6.65 | |
| 0.0737 | 41.51 | |
| 0.9940 | 1,103.23 | |
| 8.6988 | 6.15 |
Estimation Period:
Apr 9, 1996 to Oct 10, 2025
Apr 9, 1996 to Oct 10, 2025
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