iShares MSCI Sweden Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:17.11% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0203 | 7.50 | |
| 0.8766 | 268.41 | |
| 0.1135 | 26.14 | |
| 0.0133 | 6.48 | |
| 0.0358 | 4.81 | |
| 0.9594 | 116.76 |
Estimation Period:
Apr 9, 1996 to Oct 10, 2025
Apr 9, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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