iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, May 26th, 2026
1 Day
17.35%
decreased by 0.58%
1 Week
17.47%
decreased by 0.46%
1 Month
17.91%
decreased by 0.02%
Analysis last updated: Friday, May 22, 2026 at 10:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 19.11 | |
| 0.0328 | 12.43 | |
| 0.9092 | 448.55 | |
| 0.0961 | 18.19 |
Estimation Period:
Apr 2, 1996 to May 22, 2026
Apr 2, 1996 to May 22, 2026
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