iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:16.55% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0402 | 14.74 | |
| 0.0282 | 11.86 | |
| 0.9147 | 465.49 | |
| 0.0896 | 17.01 |
Estimation Period:
Apr 9, 1996 to Oct 10, 2025
Apr 9, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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