iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
25.36%
decreased by 0.92%
1 Week
25.44%
decreased by 0.84%
1 Month
25.75%
decreased by 0.53%
Analysis last updated: Friday, May 22, 2026 at 10:17 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 14.89 | |
| 0.0277 | 11.88 | |
| 0.9155 | 474.84 | |
| 0.0895 | 17.27 |
Estimation Period:
Apr 9, 1996 to May 22, 2026
Apr 9, 1996 to May 22, 2026
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