V-Lab
iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, November 22nd, 2024:15.48% (-0.60%)
Analysis last updated: Thursday, November 21, 2024 at 10:46 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 18.51 | |
| 0.0348 | 12.94 | |
| 0.9092 | 446.12 | |
| 0.0952 | 18.12 |
Estimation Period:
Apr 2, 1996 to Nov 15, 2024
Apr 2, 1996 to Nov 15, 2024
News Impact Curve
Volatility Forecasts
Other iShares MSCI Switzerland Capped ETF Analyses