iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:19.92% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 14.91 | |
| 0.0285 | 12.04 | |
| 0.9150 | 470.43 | |
| 0.0888 | 17.00 |
Estimation Period:
Apr 9, 1996 to Feb 20, 2026
Apr 9, 1996 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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