iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.13% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 14.74 | |
| 0.0284 | 11.98 | |
| 0.9149 | 468.24 | |
| 0.0892 | 17.04 |
Estimation Period:
Apr 9, 1996 to Dec 12, 2025
Apr 9, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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