iShares MSCI Sweden Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:17.28% (+1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2487 | 6.65 | |
| 0.0737 | 41.97 | |
| 0.9941 | 1,132.28 | |
| 8.7150 | 6.18 |
Estimation Period:
Apr 9, 1996 to Nov 7, 2025
Apr 9, 1996 to Nov 7, 2025
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