V-Lab
iShares MSCI Switzerland Capped ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, April 7th, 2025:17.47% (+4.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0024 | 5.91 | |
| 0.0796 | 49.66 | |
| 0.9959 | 1,479.78 | |
| 8.4761 | 7.71 |
Estimation Period:
Apr 2, 1996 to Apr 4, 2025
Apr 2, 1996 to Apr 4, 2025
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