iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, November 20th, 2025:19.51% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 14.79 | |
| 0.0284 | 11.99 | |
| 0.9148 | 466.96 | |
| 0.0893 | 17.02 |
Estimation Period:
Apr 9, 1996 to Nov 14, 2025
Apr 9, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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