iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
18.32%
decreased by 0.66%
1 Week
18.41%
decreased by 0.57%
1 Month
18.76%
decreased by 0.22%
Analysis last updated: Friday, June 12, 2026 at 11:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0202 | 19.09 | |
| 0.0325 | 12.36 | |
| 0.9094 | 449.75 | |
| 0.0963 | 18.27 |
Estimation Period:
Apr 2, 1996 to Jun 12, 2026
Apr 2, 1996 to Jun 12, 2026
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