iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:21.67% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 19.15 | |
| 0.0331 | 12.47 | |
| 0.9088 | 446.57 | |
| 0.0963 | 18.13 |
Estimation Period:
Apr 2, 1996 to Mar 13, 2026
Apr 2, 1996 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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