iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, October 14th, 2025:12.56% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 18.82 | |
| 0.0325 | 12.37 | |
| 0.9097 | 451.00 | |
| 0.0967 | 18.22 |
Estimation Period:
Apr 2, 1996 to Oct 10, 2025
Apr 2, 1996 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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