V-Lab
iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:21.45% (-0.68%)
Analysis last updated: Monday, December 23, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0376 | 14.22 | |
| 0.0270 | 11.39 | |
| 0.9190 | 470.57 | |
| 0.0846 | 16.49 |
Estimation Period:
Apr 9, 1996 to Dec 20, 2024
Apr 9, 1996 to Dec 20, 2024
News Impact Curve
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