V-Lab
iShares MSCI Sweden Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, July 30th, 2025:20.56% (+1.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2651 | 8.70 | |
| 0.0867 | 9.21 | |
| 0.8976 | 87.64 | |
| 0.0008 | 3.48 |
Estimation Period:
Apr 9, 1996 to Jul 25, 2025
Apr 9, 1996 to Jul 25, 2025
News Impact Curve
Volatility Forecasts
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