V-Lab
V-Lab
iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:27.42% (-0.98%)
Analysis last updated: Thursday, May 8, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Sweden Capped ETF GJR-GARCH
paramt-stat
ω0.039314.58
α0.027411.65
β0.9170467.16
γ0.087416.82
Estimation Period:
Apr 9, 1996 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts