V-Lab
iShares MSCI Sweden Capped ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:45.32% (+19.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2657 | 8.31 | |
| 0.0845 | 9.00 | |
| 0.9011 | 88.53 | |
| 0.0008 | 3.23 |
Estimation Period:
Apr 9, 1996 to Apr 4, 2025
Apr 9, 1996 to Apr 4, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Sweden Capped ETF Analyses
Other Zero Slope Spline-GARCH Analyses on ETFs