iShares MSCI Sweden Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:15.80% (-0.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0205 | 7.59 | |
| 0.8760 | 269.28 | |
| 0.1134 | 26.26 | |
| 0.0136 | 6.48 | |
| 0.0377 | 4.86 | |
| 0.9574 | 112.11 |
Estimation Period:
Apr 9, 1996 to Jan 9, 2026
Apr 9, 1996 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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