iShares MSCI Sweden Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:16.87% (-0.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0204 | 7.56 | |
| 0.8759 | 269.18 | |
| 0.1137 | 26.30 | |
| 0.0136 | 6.48 | |
| 0.0376 | 4.86 | |
| 0.9574 | 112.07 |
Estimation Period:
Apr 9, 1996 to Jan 23, 2026
Apr 9, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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