V-Lab
V-Lab
iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, May 23rd, 2025:15.34% (-0.30%)
Analysis last updated: Thursday, May 22, 2025 at 09:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Switzerland Capped ETF GJR-GARCH
paramt-stat
ω0.019418.65
α0.032312.30
β0.9101448.98
γ0.097018.27
Estimation Period:
Apr 2, 1996 to May 16, 2025
Impact of return on volatility tomorrow
Volatility Forecasts