V-Lab
iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:23.78% (-0.82%)
Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0378 | 14.24 | |
| 0.0269 | 11.34 | |
| 0.9187 | 469.71 | |
| 0.0854 | 16.60 |
Estimation Period:
Apr 9, 1996 to Nov 15, 2024
Apr 9, 1996 to Nov 15, 2024
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