iShares MSCI Sweden Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:20.58% (-0.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0206 | 7.64 | |
| 0.8765 | 269.28 | |
| 0.1134 | 26.20 | |
| 0.0132 | 6.51 | |
| 0.0361 | 4.83 | |
| 0.9591 | 116.41 |
Estimation Period:
Apr 9, 1996 to Nov 21, 2025
Apr 9, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Sweden Capped ETF Analyses
Other MF2-GARCH Analyses on ETFs