V-Lab
iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 24th, 2024:18.12% (-0.57%)
Analysis last updated: Monday, December 23, 2024 at 10:29 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 18.53 | |
| 0.0347 | 12.92 | |
| 0.9095 | 446.69 | |
| 0.0946 | 18.04 |
Estimation Period:
Apr 2, 1996 to Dec 20, 2024
Apr 2, 1996 to Dec 20, 2024
News Impact Curve
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