iShares MSCI Sweden Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.91% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2190 | 6.71 | |
| 0.0738 | 41.56 | |
| 0.9941 | 1,127.05 | |
| 8.7693 | 6.13 |
Estimation Period:
Apr 9, 1996 to Dec 12, 2025
Apr 9, 1996 to Dec 12, 2025
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