iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, October 30th, 2025:14.22% (+0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0397 | 14.71 | |
| 0.0284 | 11.97 | |
| 0.9148 | 466.48 | |
| 0.0893 | 16.99 |
Estimation Period:
Apr 9, 1996 to Oct 24, 2025
Apr 9, 1996 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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