V-Lab
V-Lab
iShares MSCI Sweden Capped ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, June 13th, 2025:15.51% (-0.45%)
Analysis last updated: Thursday, June 12, 2025 at 09:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Sweden Capped ETF SGARCH
paramt-stat
ω1.28007.50
α0.08679.14
β0.897687.41
γ10.00110.93
Estimation Period:
Apr 9, 1996 to Jun 6, 2025
Impact of return on volatility tomorrow
Volatility Forecasts