V-Lab
iShares MSCI Sweden Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:18.52% (-0.68%)
Analysis last updated: Monday, December 23, 2024 at 10:30 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2617 | 8.57 | |
| 0.0839 | 8.90 | |
| 0.9011 | 87.29 | |
| 0.0009 | 3.47 |
Estimation Period:
Apr 9, 1996 to Dec 20, 2024
Apr 9, 1996 to Dec 20, 2024
News Impact Curve
Volatility Forecasts
Other iShares MSCI Sweden Capped ETF Analyses