iShares MSCI Sweden Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:14.01% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.2672 | 6.63 | |
| 0.0737 | 42.22 | |
| 0.9942 | 1,142.76 | |
| 8.7074 | 6.22 |
Estimation Period:
Apr 9, 1996 to Oct 31, 2025
Apr 9, 1996 to Oct 31, 2025
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