iShares MSCI Switzerland Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:17.05% (+1.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8544 | 6.12 | |
| 0.0795 | 50.02 | |
| 0.9956 | 1,386.56 | |
| 8.4947 | 7.84 |
Estimation Period:
Apr 2, 1996 to Nov 21, 2025
Apr 2, 1996 to Nov 21, 2025
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