iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility prediction for Monday, April 6th, 2026
1 Day
22.15%
decreased by 0.28%
1 Week
22.16%
decreased by 0.27%
1 Month
22.20%
decreased by 0.23%
Analysis last updated: Thursday, April 2, 2026 at 10:10 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0203 | 19.13 | |
| 0.0329 | 12.43 | |
| 0.9089 | 447.05 | |
| 0.0965 | 18.21 |
Estimation Period:
Apr 2, 1996 to Apr 2, 2026
Apr 2, 1996 to Apr 2, 2026
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