V-Lab
V-Lab
iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, July 11th, 2025:15.07% (-0.53%)
Analysis last updated: Thursday, July 10, 2025 at 09:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Switzerland Capped ETF GJR-GARCH
paramt-stat
ω0.019618.84
α0.032512.34
β0.9095450.26
γ0.097318.29
Estimation Period:
Apr 2, 1996 to Jul 3, 2025
Impact of return on volatility tomorrow
Volatility Forecasts