iShares MSCI Switzerland Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, January 12th, 2026:9.98% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8431 | 6.10 | |
| 0.0797 | 50.42 | |
| 0.9956 | 1,406.24 | |
| 8.4869 | 7.90 |
Estimation Period:
Apr 2, 1996 to Jan 9, 2026
Apr 2, 1996 to Jan 9, 2026
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