V-Lab
V-Lab
iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, June 30th, 2025:18.86% (-0.67%)
Analysis last updated: Friday, June 27, 2025 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Switzerland Capped ETF GJR-GARCH
paramt-stat
ω0.019618.84
α0.032512.34
β0.9095450.71
γ0.097418.31
Estimation Period:
Apr 2, 1996 to Jun 27, 2025
Impact of return on volatility tomorrow
Volatility Forecasts