iShares MSCI Sweden Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:16.12% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2078 | 6.74 | |
| 0.0737 | 41.67 | |
| 0.9941 | 1,141.33 | |
| 8.8100 | 6.11 |
Estimation Period:
Apr 9, 1996 to Jan 16, 2026
Apr 9, 1996 to Jan 16, 2026
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