iShares MSCI Sweden Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:20.87% (+0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2364 | 6.70 | |
| 0.0741 | 41.41 | |
| 0.9940 | 1,114.35 | |
| 8.7590 | 6.12 |
Estimation Period:
Apr 9, 1996 to Nov 21, 2025
Apr 9, 1996 to Nov 21, 2025
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