iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 3rd, 2025:13.50% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0195 | 18.79 | |
| 0.0324 | 12.34 | |
| 0.9099 | 451.78 | |
| 0.0965 | 18.21 |
Estimation Period:
Apr 2, 1996 to Oct 31, 2025
Apr 2, 1996 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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