V-Lab: iShares MSCI Sweden Capped ETF Zero Slope Spline-GARCH Volatility Analysis

V-Lab

iShares MSCI Sweden Capped ETF Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, June 13th, 2025:16.52% (-0.33%)

Analysis last updated: Thursday, June 12, 2025 at 09:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3019	5.05
$α$	0.0902	7.67
$β$	0.8707	58.05
$γ_{1}$	0.1333	2.61
$γ_{2}$	-0.2769	-3.70
$γ_{3}$	0.3051	6.07
$γ_{4}$	-0.2839	-6.11
$γ_{5}$	0.1448	2.90
$γ_{6}$	0.0143	0.28
$γ_{7}$	-0.0424	-0.81
$γ_{8}$	-0.0028	-0.08

Estimation Period:
Apr 9, 1996 to Jun 6, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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