iShares MSCI Sweden Capped ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.79% (+0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0205 | 7.58 | |
| 0.8758 | 269.46 | |
| 0.1138 | 26.29 | |
| 0.0136 | 6.49 | |
| 0.0379 | 4.86 | |
| 0.9571 | 111.46 |
Estimation Period:
Apr 9, 1996 to Dec 12, 2025
Apr 9, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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