iShares MSCI Switzerland Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:12.82% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8695 | 6.12 | |
| 0.0796 | 50.23 | |
| 0.9956 | 1,408.22 | |
| 8.4914 | 7.88 |
Estimation Period:
Apr 2, 1996 to Oct 10, 2025
Apr 2, 1996 to Oct 10, 2025
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