iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 2nd, 2026:16.41% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 14.72 | |
| 0.0284 | 11.99 | |
| 0.9151 | 469.03 | |
| 0.0890 | 17.03 |
Estimation Period:
Apr 9, 1996 to Dec 31, 2025
Apr 9, 1996 to Dec 31, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Sweden Capped ETF Analyses
Other GJR-GARCH Analyses on ETFs