iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, November 24th, 2025:15.51% (+0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0197 | 18.90 | |
| 0.0324 | 12.38 | |
| 0.9098 | 451.94 | |
| 0.0966 | 18.24 |
Estimation Period:
Apr 2, 1996 to Nov 21, 2025
Apr 2, 1996 to Nov 21, 2025
News Impact Curve
Volatility Forecasts
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