iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 29th, 2026:18.25% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0393 | 14.80 | |
| 0.0283 | 11.96 | |
| 0.9151 | 469.51 | |
| 0.0891 | 17.06 |
Estimation Period:
Apr 9, 1996 to Jan 23, 2026
Apr 9, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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