iShares MSCI Sweden Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:20.06% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0210 | 7.78 | |
| 0.8756 | 268.10 | |
| 0.1134 | 26.24 | |
| 0.0137 | 6.51 | |
| 0.0371 | 4.86 | |
| 0.9579 | 113.52 |
Estimation Period:
Apr 9, 1996 to Feb 6, 2026
Apr 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other iShares MSCI Sweden Capped ETF Analyses
Other MF2-GARCH Analyses on ETFs