V-Lab
iShares MSCI Sweden Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, September 22nd, 2025:14.69% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2703 | 8.73 | |
| 0.0866 | 9.23 | |
| 0.8977 | 87.75 | |
| 0.0009 | 3.58 |
Estimation Period:
Apr 9, 1996 to Sep 19, 2025
Apr 9, 1996 to Sep 19, 2025
News Impact Curve
Volatility Forecasts
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