iShares MSCI Switzerland Capped ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:13.57% (+0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 5.76 | |
| 0.1511 | 38.33 | |
| 0.9823 | 947.23 | |
| -0.0848 | -24.41 |
Estimation Period:
Apr 2, 1996 to Nov 14, 2025
Apr 2, 1996 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
Other iShares MSCI Switzerland Capped ETF Analyses
Other EGARCH Analyses on ETFs