iShares MSCI Switzerland Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:12.83% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8244 | 6.10 | |
| 0.0794 | 49.97 | |
| 0.9955 | 1,378.86 | |
| 8.4898 | 7.83 |
Estimation Period:
Apr 2, 1996 to Dec 12, 2025
Apr 2, 1996 to Dec 12, 2025
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