iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:11.93% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 18.81 | |
| 0.0320 | 12.32 | |
| 0.9100 | 453.16 | |
| 0.0970 | 18.43 |
Estimation Period:
Apr 2, 1996 to Dec 12, 2025
Apr 2, 1996 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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