iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:27.28% (+2.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 14.93 | |
| 0.0283 | 11.99 | |
| 0.9151 | 471.46 | |
| 0.0888 | 17.03 |
Estimation Period:
Apr 9, 1996 to Mar 13, 2026
Apr 9, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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