iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.15% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 14.93 | |
| 0.0286 | 12.06 | |
| 0.9147 | 468.84 | |
| 0.0891 | 17.01 |
Estimation Period:
Apr 9, 1996 to Feb 6, 2026
Apr 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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