V-Lab
V-Lab
iShares MSCI Sweden Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 5th, 2024:15.81% (-0.51%)

Analysis last updated: Monday, November 4, 2024 at 10:40 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of iShares MSCI Sweden Capped ETF S0GARCH
paramt-stat
ω1.26828.48
α0.08388.88
β0.901387.34
γ10.00093.51
Estimation Period:
Apr 9, 1996 to Nov 1, 2024
Impact of return on volatility tomorrow
Volatility Forecasts