iShares MSCI Sweden Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:18.52% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2084 | 6.75 | |
| 0.0738 | 41.48 | |
| 0.9940 | 1,130.88 | |
| 8.8124 | 6.08 |
Estimation Period:
Apr 9, 1996 to Jan 9, 2026
Apr 9, 1996 to Jan 9, 2026
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