V-Lab
V-Lab
iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 2nd, 2025:14.22% (-0.43%)
Analysis last updated: Saturday, May 31, 2025 at 03:13 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Switzerland Capped ETF GJR-GARCH
paramt-stat
ω0.019618.78
α0.032412.31
β0.9094448.65
γ0.097818.35
Estimation Period:
Apr 2, 1996 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts