V-Lab
iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:17.64% (-0.47%)
Analysis last updated: Monday, November 4, 2024 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0372 | 14.12 | |
| 0.0269 | 11.33 | |
| 0.9192 | 471.40 | |
| 0.0847 | 16.55 |
Estimation Period:
Apr 9, 1996 to Nov 1, 2024
Apr 9, 1996 to Nov 1, 2024
News Impact Curve
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