V-Lab
iShares MSCI Sweden Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:21.76% (-0.93%)
Analysis last updated: Thursday, November 21, 2024 at 10:47 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3543 | 5.21 | |
| 0.0875 | 7.48 | |
| 0.8747 | 57.87 | |
| 0.1596 | 3.03 | |
| -0.3212 | -4.14 | |
| 0.3341 | 6.43 | |
| -0.2950 | -6.06 | |
| 0.1405 | 2.69 | |
| 0.0132 | 0.23 | |
| -0.0248 | -0.42 | |
| -0.0201 | -0.51 |
Estimation Period:
Apr 9, 1996 to Nov 15, 2024
Apr 9, 1996 to Nov 15, 2024
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