iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 8th, 2026
1 Day
15.70%
decreased by 0.37%
1 Week
15.87%
decreased by 0.20%
1 Month
16.47%
increased by 0.40%
Analysis last updated: Tuesday, July 7, 2026 at 09:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 19.10 | |
| 0.0324 | 12.36 | |
| 0.9096 | 450.29 | |
| 0.0961 | 18.27 |
Estimation Period:
Apr 2, 1996 to Jul 2, 2026
Apr 2, 1996 to Jul 2, 2026
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