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

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V-Lab

iShares MSCI Sweden Capped ETF Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:14.56% (-0.26%)

Analysis last updated: Thursday, November 6, 2025 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3106	5.15
$α$	0.0898	7.59
$β$	0.8704	58.31
$γ_{1}$	0.1284	2.64
$γ_{2}$	-0.2664	-3.72
$γ_{3}$	0.2963	6.06
$γ_{4}$	-0.2844	-6.30
$γ_{5}$	0.1578	3.19
$γ_{6}$	-0.0031	-0.06
$γ_{7}$	-0.0159	-0.30
$γ_{8}$	-0.1138	-1.59

Estimation Period:
Apr 9, 1996 to Oct 31, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts

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