iShares MSCI Sweden Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
25.33%
decreased by 0.94%
1 Week
25.42%
decreased by 0.85%
1 Month
25.72%
decreased by 0.55%
Analysis last updated: Saturday, June 13, 2026 at 12:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 14.90 | |
| 0.0276 | 11.85 | |
| 0.9155 | 475.10 | |
| 0.0895 | 17.30 |
Estimation Period:
Apr 9, 1996 to Jun 12, 2026
Apr 9, 1996 to Jun 12, 2026
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