V-Lab
V-Lab
iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:22.98% (+1.67%)
Analysis last updated: Thursday, May 22, 2025 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Sweden Capped ETF GJR-GARCH
paramt-stat
ω0.040214.74
α0.027711.67
β0.9159463.26
γ0.088516.88
Estimation Period:
Apr 9, 1996 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts