V-Lab
V-Lab
iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, July 31st, 2025:19.54% (+0.47%)
Analysis last updated: Wednesday, July 30, 2025 at 09:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of iShares MSCI Switzerland Capped ETF GJR-GARCH
paramt-stat
ω0.019618.85
α0.032512.36
β0.9097451.04
γ0.096818.21
Estimation Period:
Apr 2, 1996 to Jul 25, 2025
Impact of return on volatility tomorrow
Volatility Forecasts