iShares MSCI Sweden Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:15.68% (+0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0207 | 7.65 | |
| 0.8764 | 269.33 | |
| 0.1134 | 26.16 | |
| 0.0132 | 6.52 | |
| 0.0364 | 4.84 | |
| 0.9588 | 115.46 |
Estimation Period:
Apr 9, 1996 to Oct 31, 2025
Apr 9, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Sweden Capped ETF Analyses
Other MF2-GARCH Analyses on ETFs