iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, December 5th, 2025:13.42% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0196 | 18.89 | |
| 0.0323 | 12.39 | |
| 0.9098 | 452.42 | |
| 0.0966 | 18.29 |
Estimation Period:
Apr 2, 1996 to Nov 28, 2025
Apr 2, 1996 to Nov 28, 2025
News Impact Curve
Volatility Forecasts
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