iShares MSCI Sweden Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, March 13th, 2026:23.94% (+1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0207 | 7.70 | |
| 0.8763 | 268.88 | |
| 0.1130 | 26.26 | |
| 0.0138 | 6.49 | |
| 0.0370 | 4.85 | |
| 0.9579 | 113.55 |
Estimation Period:
Apr 9, 1996 to Mar 6, 2026
Apr 9, 1996 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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