V-Lab
V-Lab
iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 9th, 2025:19.65% (+0.18%)
Analysis last updated: Thursday, May 8, 2025 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Switzerland Capped ETF GJR-GARCH
paramt-stat
ω0.019218.52
α0.032212.31
β0.9106449.22
γ0.096518.24
Estimation Period:
Apr 2, 1996 to May 2, 2025
Impact of return on volatility tomorrow
Volatility Forecasts