iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.26% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 14.94 | |
| 0.0285 | 12.05 | |
| 0.9148 | 469.86 | |
| 0.0890 | 17.01 |
Estimation Period:
Apr 9, 1996 to Feb 13, 2026
Apr 9, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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