V-Lab
iShares MSCI Switzerland Capped ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 6th, 2024:14.72% (-0.55%)
Analysis last updated: Tuesday, November 5, 2024 at 11:04 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 18.52 | |
| 0.0348 | 12.94 | |
| 0.9090 | 445.61 | |
| 0.0955 | 18.15 |
Estimation Period:
Apr 2, 1996 to Nov 1, 2024
Apr 2, 1996 to Nov 1, 2024
News Impact Curve
Volatility Forecasts
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