iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
31.02%
increased by 0.30%
1 Week
30.97%
increased by 0.25%
1 Month
30.76%
increased by 0.04%
Analysis last updated: Tuesday, March 31, 2026 at 10:09 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 14.94 | |
| 0.0283 | 11.97 | |
| 0.9150 | 471.65 | |
| 0.0892 | 17.08 |
Estimation Period:
Apr 9, 1996 to Mar 27, 2026
Apr 9, 1996 to Mar 27, 2026
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