iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, January 30th, 2026:18.24% (+0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0192 | 18.68 | |
| 0.0317 | 12.27 | |
| 0.9100 | 455.02 | |
| 0.0979 | 18.66 |
Estimation Period:
Apr 2, 1996 to Jan 23, 2026
Apr 2, 1996 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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